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st:how to test the seasonal effect in monthly data and smooth that effect


From   Song Nhac <songnhac@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st:how to test the seasonal effect in monthly data and smooth that effect
Date   Sun, 25 Oct 2009 21:30:20 +0700

Hi All,

I have some questions about seasonal effect from monthly data (I
searched around but all of papers or commands are served for
quarterly). I employed Eview 6.0 (Census X11) to check and there is
seasonal effect, But I would like to use a command in Stata. How could
I solve that effect by using smoothing command in Stata for 12 periods
(month-SARIMA)?

Additionally, I did an VAR- and applied Granger Causality: the result
found the exogeneity between variables. I would like to ask that to
solve this problem, Could it be caused by seasonal effect? And how
could I solve it?

It makes me confusing for a long time to read related papers, but I
found no answer for that.
Thank for your kindly attention,
Pham
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