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

Antonio Aguirre

Textos para Discussão Cedeplar-UFMG from Cedeplar, Universidade Federal de Minas Gerais

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.

Keywords: estacionalidad de precios; raíces unitarias estacionales; procesos estacionales integrados; precio del novillo (search for similar items in EconPapers)
Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:cdp:texdis:td140

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