Table 2. Results of MC simulation study.

Type of parameter	Denomination	Mean/Median	Denomination	Mean/Median	KW	p-value
autoregressive parameter	negative ar	2/1.73	positive ar	2/1.87	1.7158	0.1902
moving average parameter	negative ma	2/1.74	positive ma	2/1.85	9.9086	0.0016
seasonal autoregressive parameter	negative Sar	2/1.76	positive Sar	2/1.83	1.818	0.1775
seasonal moving average parameter	negative Sma	2/1.72	positive Sma	2/1.87	17.834	0.00002
integration of time series parameter	with integration	2/1.75	without integration	2/2.12	66.72	3.129e−16
integration of seasonal time series parameter	with seasonal integration	2/1.74	without seasonal integration	2/2.1	62.122	3.229e−15
dispersion parameter	Low dispersion	2/2.09	High dispersion	1/1.37	409.68	<¡ 2.2e−16
mean parameter	Low mean	2/1.8	High mean	1/1.45	2.4248	0.1194