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Testing High Frequency Seasonal Time Series for Stationarity

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Learner
Posts: 1

Testing High Frequency Seasonal Time Series for Stationarity

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

SAS Employee
Posts: 416

Re: Testing High Frequency Seasonal Time Series for Stationarity

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

Valued Guide
Posts: 797

Re: Testing High Frequency Seasonal Time Series for Stationarity

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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