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Tests de raíces unitarias em la serie cronológica de los precios del novillo em el mercado de liniers (Argentina)

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  • Antonio Aguirre

Abstract

The objective of this paper is to attempt to make a contribution by discussing the application of different testing procedures and techniques used in determining the seasonal properties of quarterly data. The data used in this example are the quarterly prices of beef cattle in the Liniers market (Argentina). Two different kinds of tests are carried out to achieve these objective: the Hylleberg-Engle-Granger-Yoo (HEGY) tests and the Canova-Hansen tests. The results obtained indicate no significant deterministic seasonal pattern and no seasonal unit roots. This means that the series is stationary in all frequencies.

Suggested Citation

  • Antonio Aguirre, 2000. "Tests de raíces unitarias em la serie cronológica de los precios del novillo em el mercado de liniers (Argentina)," Textos para Discussão Cedeplar-UFMG td140, Cedeplar, Universidade Federal de Minas Gerais.
    • Handle: RePEc:cdp:texdis:td140
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