On 16/10/12 09:17, mariusz doszyń wrote:

Dear Colleages,

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.

Best regards,

Mariusz (Poland)

There is a function package (by Jack Lucchetti) which performs the HEGY tests for seasonal unit roots. You may find it from gretl opening the menu 'File' in /File/Function files/On server... the name is HEGY_test.

I have worked on a generalization of the HEGY tests to any seasonal periodicity and have a paper under evaluation. You may find the working paper at http://hdl.handle.net/10810/5568

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