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 10:Correct Identification <strong>of</strong> the <strong>ARIMA</strong> model# obs. inseriesComplete model ordersD and BDTS X12A Demetra+ TS X12A Demetra+Airline-typemodelsOther seasonalmodelsNon-seasonalmodelsTotal120 78.2 68.0 71.6 96.1 94.8 96.4240 85.7 80.1 79.9 99.3 98.9 99.3120 46.9 36.4 43.3 92.4 86.6 85.9240 71.6 48.9 66.3 97.4 87.1 88.5120 68.7 36.4 54.0 93.5 71.5 76.6240 79.5 32.6 64.5 95.7 71.6 80.4120 64.9 47.2 56.4 94.0 84.6 86.8240 78.9 54.5 70.3 97.5 86.3 89.6 Improvement in 3 groups. Very large improvement forOther SeasonalNon-seasonal29