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  • Seasonal Unit Root Test for Monthly data.

    I know in Stata there are two commands available for testing seasonal unit root hegy4 and sroot. But they are designed only for quarterly data.
    Does anyone know how to do a seasonal unit root test for monthly data?

    Thanks.

  • #2
    Hello! I am also trying to compute a seasonal unit root test for monthly data currently. Did you find any solution to do this in Stata?

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