Em 16 de outubro de 2012, Mariusz escreveu: (...) > > Is the in gretl a test that enables verification hypothesis about
seasonality? Because of the data set properties this test should be rather different than estimation of models with seasonal dummy variables. Thank in advance for help. > Em 16 de outubro de 2012, Sven escreveu: (...) > > (I don't know if there is some predefined test for seasonality in gretl > -- in the case of OLS models one way might be to just add seasonal > dummies and do an F-test for their significance.) > Dear Mariusz and Sven, yes we have seasonality tests in Gretl ;-) Please follow these instructions: 1. Select File -> Open data -> Sample file; 2. Select the Ramanathan tab and then double-click data9-7; 3. In the Gretl's main window select Variable -> X-12-ARIMA analysis; 4. Click ok. Take a look at the results window (partially reproduced below): D 8.A F-tests for seasonality Test for the presence of seasonality assuming stability. Nonparametric Test for the Presence of Seasonality Assuming Stability Moving Seasonality Test COMBINED TEST FOR THE PRESENCE OF IDENTIFIABLE SEASONALITY Best, Henrique Andrade* *
Em 16 de outubro de 2012, Mariusz escreveu:
(...)
Is the in gretl a test that enables verification hypothesis about
seasonality? Because of the data set properties this test should be
rather different than estimation of models with seasonal dummy
variables. Thank in advance for help.Em 16 de outubro de 2012, Sven escreveu:
(...)
(I don't know if there is some predefined test for seasonality in gretl
-- in the case of OLS models one way might be to just add seasonal
dummies and do an F-test for their significance.)
Dear Mariusz and Sven, yes we have seasonality tests in Gretl ;-)
Please follow these instructions:
1. Select File -> Open data -> Sample file;
2. Select the Ramanathan tab and then double-click data9-7;
3. In the Gretl's main window select Variable -> X-12-ARIMA analysis;
4. Click ok.
Take a look at the results window (partially reproduced below):
D 8.A F-tests for seasonality
Test for the presence of seasonality assuming
stability.
Nonparametric Test for the Presence of Seasonality
Assuming Stability
Moving Seasonality Test
COMBINED TEST FOR THE PRESENCE OF IDENTIFIABLE
SEASONALITY
Best,
Henrique Andrade
