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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OutliersResidual Autocorrelation1165Mean 0,8110,510Mean Df 21,68609,55598,5508457,57406,5%3530% / 100.065,554,5254203,531510500 1 2 3 4 5 6 7 8 9 10 11 12 13# Outliers/Series2,521,510,5> 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.% / 100.01211,51110,5109,598,587,576,565,554,543,532,521,51RANDOMNESS in Sign <strong>of</strong> Residuals (t-value)Mean 0,040,5% Run < -4.1% Run > 4.10-3,9 -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% / 100.09,598,587,576,565,554,543,532,521,51SKEWNESS <strong>of</strong> Residuals (t-value)Mean 0,240,5% w ith SK > 4.1% w ith SK < -4.10-3,9 -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 3,9SKEWNESS45
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