In this paper we show that, the results of Ahn and Cho (1992) can be applied to a more general class of seasonal models, especially models with autocorrelated errors. Employing the idea of the "two-step estimation" method, we provide test statistics which are easy to compute and have the same asymptotic properties as those in Ahn and Cho (1992) for seasonal unit roots. A numerical example is presented to illustrate the methods and concepts. The power of the test statistics for finite samples is examined through a Monte Carlo sampling experiment.