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Abstract
In this paper, a methodological proposal is described to test for seasonal unit roots in
weekly series of agricultural prices. When the deterministic seasonal component is
not fixed over the sample, the tests for unit roots at seasonal frequencies tend to fail to
reject the null hypothesis. This being the case, the original series are proposed to be
filtered in order to remove the evolving deterministic seasonal component before
applying standard procedures for testing for seasonal unit roots. In such a sense, the
non-restricted evolving spline model (ESM) and the restricted evolving spline model
(RESM) are shown to be useful parametric formulations to capture this type of
deterministic seasonal pattern.