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

Table 2:Errors in the detection-of-seasonality-in-series tests (in % of series in group)Non-parametricAuto-correlationSpectralF-test OverallModel producedtesttesttesttestby AMIAirline modelOther seasonal modelsNon-seasonal modelsTotal120 0.0 0.0 0.0 0.2 0.0 0.0240 0.0 0.0 0.0 0.1 0.0 0.0120 2.9 0.2 6.1 1.9 0.1 0.3240 1.9 0.0 4.9 1.4 0.0 0.0120 1.5 1.6 2.4 0.8 2.2 1.2240 1.8 1.8 3.0 0.7 2.5 0.7120 1.5 0.6 2.9 1.0 0.7 0.5240 1.2 0.6 2.6 0.7 0.8 0.219