The Characters Of The Seasonal Model With Unit Roots

Recently, the unit root process of econometrics has become one of the main topics.Inspection of the unit root problem has been a very effective solution. So when there is unit roots at certain frequency , what are the characteristics of the model ? Prom Seasonal unit root model coefficients,three different circs from the analysis of the various frequency characteristics of the model are given there.Including its cycle, how to become smoothly and so on . Then through the picture of the simulation data ,we confirm the conclusion . The paper also gives o how to use the least-squares methods to estimate the parameters and construct statistics to test .The paper also gives an confidence ellipsoid of the parameters .Finally, considering the fact that datas may have included a number of items backward,According to BIC criterion,we gives how to determine the lag order .