Demetra2.2 VS Demetra+

Published on: 24/09/2009
Discussion

Construction_series



HardwarePC
ProductDemetra+
Operating SystemWindows XP
ComponentParameters wizard
VersionPrototype II
Severitynormal
ResolutionAccepted As Bug
Testing areaNone
Bug statusNone

Category

Bugs
Attachments

Comments

Tue, 06/10/2009 - 15:28

Q1: Demetra2.2 and Demetra+ will produce the same results if both programs find the same model (it should be quite often the case, provided that the used parameters are exactly the same). Q2: Demetra+ gives at the beginning of the document on the residuals the P-Value of the statistics (=prob[x > value], for instance); Demetra2.2 gives the value of the statistics. Moreother, the LB statistics are not computed on the same number of lags (12 for Demetra2.2, 16 for Demetra+ for quarterly series); it should be noted that Demetra+ also gives a more complete information on the LB statistics (where you can find back the results of Demetra2.2). The next protoypes will provide a clearer (at least I hope so) information on those points. Q3 AIC and BIC have different definitions.