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. 2021 Dec 15;211:110206. doi: 10.1016/j.econlet.2021.110206

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*
L=48 Lmax SEATS Lmax 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