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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<strong>ARIMA</strong> MODEL IDENTIFICATIONTable 16: DifferencesGroupStationary(no diff.)% <strong>of</strong> series with Airlinemodel60 – 110 31.6 21.5 0.3 4.5 40.2 1.9 31.8111 – 160 7.2 22.9 0.3 5.3 64.0 0.4 47.4161 – 210 4.0 18.5 0.2 3.1 73.9 0.4 49.6211 – 260 2.5 22.4 0.2 3.2 69.6 2.0 50.1261 – 360 2.5 21.6 0.6 1.3 72.4 1.6 47.2TOTAL AVERAGE 11.9 21.4 0.3 4.0 61.4 1.2 44.1361 – 600 0.8 35.5 7.4 1.1 45.7 13.9 14.6 % <strong>of</strong> stationary series goes (drastically) down with length. Majority <strong>of</strong> series requires . Only : % is stable for all groups. Only : few (more for large). Only : few. Only : 1.2% (more for large).38
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