THE SEASONAL UNIT ROOTS IN DEMOGRAPHIC TIME SERIES ANDTHE POSSIBILITIES OF ITS EXACT TESTING

The aim of this study is to present the options for testing seasonal unit roots in quarterly published demographic time series, in which the presence of seasonality is generally expected. The testing using sophisticated HEGY test will be presented in an econometric package GRETL and with selected demographic time series with quarterly frequency the absence of stationarity will be proved. Use of testing seasonal unit roots is necessary because the standard Dickey-Fuller test cannot be used in quarterly observed data in which the seasonality is expected. In the subsequent part of the study there will be compiled the model estimations for selected demographic time series.