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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Table 1:Errors in Log/Level test (in % <strong>of</strong> series)Series is in levelsSeries is in logs120 240 120 240Airline model 0.1 0.0 0.2 0.0Other seasonal 0.4 0.1 1.1 0.1Non-seasonal 0.0 0.0 1.6 1.0Total 0.2 0.0 1.0 0.4 Accurate Slight bias that favors levels Most errors occur for 2Next:Pre-testDoes the series contain seasonality?Several tests.18