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

:- For all groups 99%. and constant:- Success with NZ;- For all groups, success 92% (for three 95%);- substantially for NZ >360 (79%); Autocorrelation (Q):- Success with NZ (moderately);- For all groups, success 97%;- substantially for NZ > 360 (79%); Runs:- All groups 99% (96% when NZ > 360). Normality:- Success decreases rapidly with NZ.The decrease is spectacular for NZ > 360 (34% successes);- Kurtosis is the main problem;for all groups, success 83%;for 3 groups 93%.- Skewness performs better;for all groups, success 95%.43