Log for X-13ARIMA-SEATS program (Version 1.1 Build 39)

Aug 5, 2021 03.07.21

 

Log Entry for the monthly series Rout

R Output for x12a

 

Orders of Differencing Identified
Regular difference order 1
Seasonal difference order 0

 

Best Five ARIMA Models
 ARIMA ModelBIC2
Model 1(3 1 2)(1 0 1) -6.639
Model 2(2 1 3)(1 0 1) -6.634
Model 3(3 1 3)(1 0 1) -6.615
Model 4(3 1 2)(1 0 2) -6.610
Model 5(3 1 2)(2 0 1) -6.610

 

Constant Term : Not Significant.

Automatic model chosen : (3 1 2)(0 1 1)

X-11 Seasonal Adjustment Diagnostics
Moving seasonality ratio 5.110
I/C Ratio 2.182
Stable Seasonal F, B1 table 11.479
Stable Seasonal F, D8 table 15.835
Moving Seasonal F, D8 table 0.446
Identifiable seasonality yes

 

M and Q Quality Control Diagnostics
M01 1.214
M02 0.258
M03 0.591
M04 0.274
M05 0.483
M06 0.444
M07 0.513
M08 0.988
M09 0.375
M10 1.021
M11 1.005
Q 0.597
Q2 0.639

 

NOTE: The diagnostic files produced by the -s option are stored in the directory specified by the graphics (-g) option.