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Is TRAMO-SEATS automatic identification of Reg-ARIMA ... - Cemfi

Is TRAMO-SEATS automatic identification of Reg-ARIMA ... - Cemfi

Is TRAMO-SEATS automatic identification of Reg-ARIMA ... - Cemfi

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C. OTHER SEASONAL MODELS (8500 series)a. Stationary seasonality Orders1 0.6 1 0.6 . (1 0 0) (1 0 0)1 0.8 1 0.4 . (0 0 0) (1 0 1)1 0.7 1 0.85 1 0.3 (1 0 1) (1 0 0)1 0.7 1 0.4 0.7 . (0 1 2) (1 0 0)b. Non-stationary seasonality Orders 1 0.5 . (0 0 0) (0 1 1)1 1.4 B 0.7 B x 1 0.5 B a . (2 0 0) (0 1 1)complex root: 0.5, 4.801 0.4 1 0.5 . (0 0 0) (1 1 1) x 1 0.23 B 0.19 B 1 0.56 B a (0 1 2) (0 1 1)1 0.7 B x 1 0.50 B a (1 1 0) (0 1 1)1 0.5 B x 1 0.4 B a . (0 1 1) (1 1 0)1 0.4 B x 1 0.4 B 0.4 B 1 0.4 B a .(1 1 2) (0 1 1)1 0.3 1 0.6 . (1 1 0) (0 1 1)14

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