OCSB: Stata module to compute the Osborn-Chui-Smith-Birchenhall (OCSB) test for seasonal unit roots

Ariel Linden

Statistical Software Components from Boston College Department of Economics

Abstract: ocsb implements the Osborn-Chui-Smith-Birchenhall (OCSB) test for seasonal unit roots (JBES, 1988). The OCSB test is designed to determine whether seasonal differencing is needed for a time series. The null hypothesis is that the series has a seasonal unit root (needs seasonal differencing), while the alternative is that the series is stationary (does not need seasonal differencing). ocsb_ndiff is a wrapper program that repeatedly applies the OCSB test to determine the optimal number of seasonal differences required to make a time series stationary. It follows an iterative procedure similar to nsdiffs in R's forecast package.

Language: Stata
Requires: Stata version 11
Keywords: unit root; seasonal differencing (search for similar items in EconPapers)
Date: 2026-01-27
Note: This module should be installed from within Stata by typing "ssc install ocsb". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/o/ocsb.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/o/ocsb.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/o/ocsb_ndiff.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/o/ocsb_ndiff.sthlp help file (text/plain)

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