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Table A-1: Time Series Characteristics of TSI Data Components

Table A-1: Time Series Characteristics of TSI Data Components

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Mode ARIMA model Moving seasonality? MCD1 Model2: additive or multiplicative? Trading days (TD) & Holidays (H)3
Rail passenger (011) (011) No 5 M No TD; all H
Rail freight          
Carloads No valid model yet No 5 A TD, No H
Intermodals (011) (011) No 3 A No TD; Easter & Thanksgiving
Trucking (011) (011) No 3 A TD; Easter
Waterborne (011) (011) No 12 A TD; No H
Transit (011) (011) No 4 A TD; No H
Freight (011) (011) No 3 M TD and Easter & Thanksgiving
Passenger (011) (011) Yes, at 1% level 4 M No TD, All 3 H
Natural gas (012) (011) No 7 M TD; No H
Petroleum (011) (011) No 5 M TD, No H

SOURCE: U.S. Department of Transportation, Research and Innovative Technology Administration, Bureau of Transportation Statistics, http://www.bts.gov.

1 MCD=Months to cyclical dominance. 3 months is normal for the trend to equal and surpass the irregularity; higher than 3 shows irregularity too high.

2 M=Multiplicative Model A=Additive Model

3 TD=Trading Days, H=(Moving) Holidays: Easter, Labor Day, and Thanksgiving. Beginning January 27, 2005, Thanksgiving uses -3 for value, Easter is set at 2 for Trucking; otherwise, equals 7; Labor Day is always set at 4.

Updated: Saturday, May 20, 2017