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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