Seasonal unit root test

[David Achiles]

I am trying to test seasonality of my data using

-hegy4-

commands from

 http://www.stata-journal.com/software/sj9-3/st0172/sroot.hlp:

My data consisted from 5 quarters of two years across 2800 households in each quarter. I would like to test (to show) seasonality of households consumption based on 8 food products across seasons (quarters).

When I run the commands:

 sroot total_consume , lags(5) trend regress season(quarter)

I getting following error message:

  sample may not include multiple panels
r(459);

I'd appreciate if someone could help me in this issue .

Thank you

[Nick Cox]

The message means what it says. The test could only be applied to individual panels. In your case I suspect that formal testing is hardly feasible for such short series.

[David Achiles]

Thank you Nick

It seems with short panel data is not possible to run seasonality test right ?

[Nick Cox]

In your case, I don't see why tests are of interest at all. If seasonality is evident, it will be visible in summary statistics pooling panels.