SEASONALity has been a major research area in economics for several decades. In our country there are only a few studies in this issue. This paper discusses about SEASONAL UNIT ROOT tests and introduces HEGY as one of the most important UNIT ROOT tests, and applies it for the broiler price in the East Azerbaijan, West Azerbaijan, Ardebil, Tehran and Zanjan. The results indicate that the price series have a SEASONAL UNIT ROOT at biannual frequency, beside a common UNIT ROOT at zero frequency, Therefore the price series exhibit SEASONALity.

This study tries to model the SEASONAL behavior of GDP in different economic sectors (agriculture, services, oil) using periodic autoregressive (PAR) and SEASONAL integration (SI) models during 1998: 3-2010: 6. According to the results, the GDP of agricultural sector has a regular and periodic behavior, therefore employing the periodic autoregressive model for GDP behavior of this sector can be very effective. Results of the Hylleberg et al (1990) SEASONAL UNIT ROOT test showed SEASONAL behavior in service sector, so the data became stationary using appropriate filters and then the appropriate SEASONAL integration model was estimated. The oil sector showed no SEASONAL behavior, and autoregressive integrated moving average (ARIMA) model is applied to model the GDP of this sector. Finally, the fitted models utilized to forecast the next two years production in economic sectors. So, due to the different nature of the various economic sectors, studying the sectors independently is recommended.

In this paper, meanwhile introducing SEASONAL UNIT ROOT test HEGY, we used this test for determining SEASONAL and non-SEASONAL UNIT ROOTs of retail price time series for four of meat products: chicken, salmon, shrimp and beef. For this purpose, the monthly data on retail prices of these products are used across the country for the years 1380-86. The results showed that all price series except chicken meat retail price besides the UNIT ROOT at zero frequency, have UNIT ROOT in one or several UNIT ROOT in SEASONAL frequencies besides being the result of nonstationary random SEASONAL process in all series confirm that the prosper difference filter for their stationary are different from SEASONAL difference filters that was proposed in box and jenkinz approach. Based on HEGY test, traditional methods in experimental studies because use of all the ROOTs of the SEASONAL (default SEASONAL ROOTs at all frequencies), causing loss of series inner information and making stipulation bias. This study seeks the time series of monthly behavior in each SEASONAL frequency separately by HEGY test rather than the default placement of UNIT ROOTs at all frequencies of occurrence will avoid illusory results.

Following the fisher’s hypothesis about the relationship between asset returns and inflation, numerous studies have tried to test the hypothesis with various data sets. Contradiction in the findings resulted to the proxy hypothesis of Fama (1981). In present article, survey the theoretical and empirical literature, and conduct a test for inflation hedging ability of land, gold and stock in Iran. Considering the SEASONAL characteristics of the data (1385-1355), we use the HEGY (1990) UNIT ROOT test, and VECM methodology to estimate long and short run relationships. Our findings show that in the long run, all three types of assets hedge against inflation. However, in the short run, we observe that money reserve, oil prices and real GDP are significant determinants of the assets returns.

The objective of this study was to model SEASONAL behavior of broiler price in Iran that can be used to forecast the monthly broiler prices. In this context, the periodic autoregressive (PAR), the SEASONAL integrated models, and the Box-Jenkins (SARIMA) models were used as the primary nominates for the forecasting model. It was shown that the PAR (q) model could not be considered as an appropriate method for modeling SEASONAL behavior of the broiler price. Results of SEASONAL UNIT ROOT test indicated that the monthly prices of broiler follow a non-stationary stochastic SEASONAL process. Accordingly, the regression- based model is an appropriate modeling framework. While SARIMA is an alternative modeling approach, the RMSE of forecasting error suggested the superiority of the regression based model over the SARIMA model. Therefore, the estimated parameters of the regression-based model can be used to predict the monthly prices of broiler in Iran.

Madder (Rubia tinctrum) is a plant growing in areas such as south east Asia, and Europe. Over the ages its ROOT has been used for dyeing wool and natural silk fibers, but the traditional methods of dyeing suffer from some disadvantages such as the long time required for dyeing, low brightness of fibers, etc. For this reason, the extraction of coloring matters of madder ROOT has been performed and the parameters have been experimentally optimized. In the present article, a brief explanation of the methods, and the design procedure for the extraction UNIT, along with other extraction conditions have been thoroughly investigated. Equilibrium data for solid-liquid in the leaching process at different temperatures as well as different solvents have been experimentally obtained.