Construction_series
Hardware | PC |
Product | Demetra+ |
Operating System | Windows XP |
Component | Parameters wizard |
Version | Prototype II |
Severity | normal |
Resolution | Accepted As Bug |
Testing area | None |
Bug status | None |
Construction_series
Hardware | PC |
Product | Demetra+ |
Operating System | Windows XP |
Component | Parameters wizard |
Version | Prototype II |
Severity | normal |
Resolution | Accepted As Bug |
Testing area | None |
Bug status | None |
Comments
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.