Table A-1: Time Series Characteristics of TSI Data Components
additive or multiplicative?
days (TD) & Holidays (H)3
|(011) (011)||No||5||M||No TD; all H|
|Carloads||No valid model
|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
|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
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.