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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%282726252423222120191817161514131211109876543210Mean 2,47Outliers0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18# Outliers/Series% / 100.0109,598,587,576,565,554,543,532,521,510,5Residual AutocorrelationMean Df 24,89> 60.00001,5 4,5 7,5 10,5 15,0 19,5 24,0 28,5 33,0 37,5 42,0 46,5 51,0 55,5 60,0Q-Stat.RANDOMNESS in Sign <strong>of</strong> Residuals (t-value)SKEWNESS <strong>of</strong> Residuals (t-value)1413,5% / 100.01312,51211,51110,5109,598,587,576,565,554,543,532,521,51% 0,5Run < -4.10Mean -0,05-3,9 -3,3 -2,7 -2,1 -1,5 -0,9 -0,3 0,1 0,5 0,9 1,3 1,7 2,1 2,5 2,9 3,3 3,7RANDOMNESS% Run > 4.1% / 100.07,576,565,554,543,532,521,510,5% w ith SK < -4.10Mean 0,11% w ith SK > 4.1-3,9 -3,3 -2,7 -2,1 -1,5 -0,9 -0,3 0,3 0,7 1,1 1,5 1,9 2,3 2,7 3,1 3,5 3,9SKEWNESS48
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