Stationarity of seasonal patterns in weekly agricultural prices
Weekly series of agricultural prices usually exhibit seasonal variations and the stationarity of these variations should be taken into account to analyse price relationships. However, unit root tests at seasonal frequencies are unlikely to have good power properties. Furthermore, movements in actual...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Investigación y Tecnología Agraria y Alimentaria
2018-10-01
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| Series: | Spanish Journal of Agricultural Research |
| Subjects: | |
| Online Access: | http://revistas.inia.es/index.php/sjar/article/view/12937 |