BelalM

Ok but the original question was about statistically significant t-stats at "off-seasonal time periods."

Let's say I start with xt = b0 +b1xt-1


So if I have quarterly sales data and t = 3 has significant residual, I say there's serial correlation.

I add a lagged dependent variable and get xt = b0 + b1xt-1 + b2xt-2


But if t= 4 is significant, I say that this shows seasonality and my new model becomes xt = b0 + b1xt-1 + b2xt-4.

That is what i am trying to confirm.