Abstract
The article presents the influence of seasonal effects on time series. As an important case study, the models for deterministic and stochastic seasonal components have been discussed. A number of procedures to test the null hypothesis of seasonal integration have been described, including HEGY as well as Akdi-Dickey tests. The index of sold construction and assembly production in constant prices has been used for illustration. The authors have provided the evidence on the presence of seasonal unit roots and seasonal dummy variables in this time series.
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