Seasonal differencing is often applied when reporting, for example, monthly sales. New car
sales are often reported to be up or down from the same period last year. Tests for the need
to seasonally difference data are seasonal unit root tests. We modify the tests of Dickey,
Hasza, and Fuller (1984) to investigate results for less typical, long period cases such as
1440 min per day, 52 weeks per year, 365 days per year and so forth, getting some nice
properties including a surprising effect of deterministic terms in the models.