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 22:Decomposition failures (1) Seasonal component: Quality diagnostics (2)Error inACF-CCF Seasonality inUnstableUnreliableRevisionSeasonalityUnacceptablespectralSA series (AC,seasonal (largeestimator (largeis toonotseasonalfactorizationNP, or SPEC)innovationestimationlargesignificant(Total)variance)error)60 – 110 0 1.1 0 0.8 0.6 0.1 1.1 2.7111 – 160 0 0.8 0 0.2 0.1 0.1 2.2 2.6161 – 210 0 1.4 0 0.1 0.1 0.1 3.0 3.2211 – 260 0 1.3 0 0 0.2 0.1 3.9 4.1261 – 360 0 2.6 0 0 0.3 0 6.5 6.8TOTAL 0 1.2 0 0.3 0.3 0.1 2.7 3.3361 – 600 0 3.2 0 0 0.8 0 7.8 11.8(1) Percentage <strong>of</strong> total number <strong>of</strong> series (13164)(2) Percentage <strong>of</strong> total SA series (11127)54
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