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

Table 12: OutliersGroup (by NZ)% of serieswith out.Average # per seriesAO TC LS Tot.60 – 110 42.2 0.4 0.2 0.2 0.8111 – 160 59.5 0.6 0.3 0.4 1.3161 – 210 67.1 0.8 0.4 0.5 1.6211 – 260 82.3 1.1 0.5 0.9 2.5261 – 360 85.0 1.6 0.6 0.6 2.8TOTAL AVERAGE 61.8 0.7 0.3 0.4 1.5361 – 600 93.0 2.5 1.4 2.0 5.9 % of series with outlier increases with length. 1 outlier / 100 observations. # of AO (# of TC + # of LS).Table 13: Calendar effectsGroup% of series withTD EE STOCH. TD Calendar effect60 – 110 19.5 2.6 2.3 23.2111 – 160 68.7 17.5 3.1 70.8161 – 210 69.3 25.4 5.0 72.6211 – 260 23.9 11.9 3.1 28.7261 – 360 56.2 27.6 2.6 60.7TOTAL AVERAGE 48.7 15.4 3.3 52.0361 – 600 37.4 13.1 8.3 42.134