This view allows for testing for unit roots within the cyclical component of a time series. EViews offers several seasonal unit root tests, including the classical Hylleberg, et al. (1990) test, the Smith and Taylor (1999) likelihood ratio test, the Canova and Hansen (1995) test, the Taylor (2003) robust stationarity test, and the Taylor (2005) variance ratio test.

See “Seasonal Unit Root Testing” for details.