Re: Testing High Frequency Seasonal Time Series for Stationarity

madeleya55 · Posted 01-24-2017 01:57 AM

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

udo_sas · Posted 01-26-2017 10:21 AM

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 · Posted 02-13-2017 07:57 PM

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.

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Testing High Frequency Seasonal Time Series for Stationarity