Türkiye'de Tüketici Harcama Grubu Zaman Serilerinin Mevsimsellik ve Durağanlık Özellikleri

Bu çalışmada, 1987:1-2003:1 dönemi için Türkiye'de tüketici mal grupları reel harcama serilerinin mevsimsellik ve durağanlık özellikleri, yapısal kırılmalı birim kök testleri yardımıyla araştırılmaktadır. Gıda-içki harcamaları deterministik mevsimsellik ile hem yarı-yıllık hem de yıllık frekanslarında stokastik mevsimsellik izleyen durağan olmayan bir süreç olarak bulunmaktadır. Dayanıklı tüketim malları, yarı dayanıklı-dayanık-sız mallar ve enerji-ulaştırma-haberleşme harcamaları deterministik mevsimsellik ile yarı-yıllık frekans stokastik mevsimselliğine sahip durağan olmayan değişkenlerdir. Hizmetler, stokastik olmayan oldukça güçlü bir deterministik mevsimselliğe sahip durağan olmayan bir süreç izlemektedir. Mevsimsel olmayan konut sahipliği ise iki yapısal kırılmalı trend etrafında durağan bir değişkendir.

Seasonality and Stationarity of Turkish Consumer Expenditure Categories

This paper investigates the time series properties for seasonality and Stationarity of quarterly Turkish real consumer expenditures over the period 1987:1-2003:1 with the aid of the unit root tests with structural breaks. The results indicate that food and beverages, which is a non-stationary process exhibits a combination of deterministic and semiannual and annual stochastic seasonality. Durables, semi durables nondu-rables, and energy-transportation-communication follow a semi-annual stochastic plus deterministic seasonal paths under a unit root process. Services, on the other hand, is a non-stationary process, which has only deterministic seasonality. However, ownerships of dwelling, which has no seasonal pattern is found as a stationary process around a trend with double structural breaks.

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