EconPapers    
Economics at your fingertips  
 

SURGAT Seasonal Unit Roots Graphical Analysis and Testing device

Ignacio Díaz-Emparanza

Computer Programs from University Library of Munich, Germany

Abstract: SURGAT is a RATS menu-driven program to help in the analysis of the seasonal component and the trend of a (quarterly, monthly or annual) time series. Once the series is selected, a set of simple transformations may be applied: log, regular difference, seasonal difference, regular+seasonal difference, the series without its deterministic trend, without its deterministic seasonal, estimated eficiently in both cases by means of a deterministic+autoregressive model. The procedure offers several graphs of the series and its transformations: 1- the series, ACF , PACF and spectrum 2- seasonal filters 3- seasonal paths (Buys-Ballot plots) 4- regular paths The program also contains a menu for testing unit roots over the series and its transformations, applying the tests: 1- ADF, 2- HEGY, 3- KPSS, 4- Canova-Hansen.

Keywords: Seasonality; HEGY; Canova-Hansen (search for similar items in EconPapers)
JEL-codes: C32 (search for similar items in EconPapers)
Date: 2004-01-08, Revised 2004-10-19
Note: Type of Document - html;
References: Add references at CitEc
Citations:

Downloads: (external link)
https://econwpa.ub.uni-muenchen.de/econ-wp/prog/papers/0401/0401001.html (text/html)

Related works:
Working Paper: SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device (2004) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwppr:0401001

Access Statistics for this software item

More software in Computer Programs from University Library of Munich, Germany
Bibliographic data for series maintained by EconWPA ( this e-mail address is bad, please contact ).

 
Page updated 2025-03-20
Handle: RePEc:wpa:wuwppr:0401001