Table 2.
Basic structural model with trend and seasonality COVID-19 proxy shocks. Average RMSE between seasonally adjusted simulated and estimated time series, 1000 replications.
| T | CiSSA |
TRAMO- | X-11 | CiSSA* | TRAMO- | X11* | |
|---|---|---|---|---|---|---|---|
| SEATS | SEATS* | ||||||
| COVID-19 period (Last 12 observations) | |||||||
| 97 | 0.073 | 0.073 | 0.083 | 0.095 | 0.249 | 0.255 | 0.251 |
| 193 | 0.109 | 0.092 | 0.099 | 0.117 | 0.302 | 0.319 | 0.317 |
| 289 | 0.146 | 0.109 | 0.115 | 0.136 | 0.333 | 0.369 | 0.367 |
| Whole sample | |||||||
| 97 | 0.059 | 0.059 | 0.062 | 0.068 | 0.106 | 0.107 | 0.107 |
| 193 | 0.059 | 0.064 | 0.057 | 0.062 | 0.091 | 0.096 | 0.098 |
| 289 | 0.062 | 0.074 | 0.056 | 0.062 | 0.088 | 0.092 | 0.094 |