topic Re: Testing High Frequency Seasonal Time Series for Stationarity in SAS Forecasting and Econometrics

Testing High Frequency Seasonal Time Series for Stationarity

madeleya55 — Tue, 24 Jan 2017 06:57:10 GMT

Can someone provide a syntax that test high frequency seasonal time series for stationarity (seasonal length is 52 weeks).

udo_sas — Thu, 26 Jan 2017 15:21:45 GMT

Hello -

Not sure if this paper provides you with what you are looking for: http://analytics.ncsu.edu/sesug/2010/SDA12.Dickey.pdf, but it might point you in the correct direction.

Thanks,

Udo

mkeintz — Tue, 14 Feb 2017 00:57:57 GMT

And this 2009 SGF presentation Simulating Time Series Testing Using SAS® - Part I The Augmented Dickey-Fuller (ADF) Test appears to have an explicit stationarity test, with SAS code.