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