Transportation Service Index Composition
This table gives basic information for the time series data used to compose the Transportation Services Index (TSI). Five of the ten series have data to June 2013. The remaining five series had missing data that had to be forecasted (see column 3).
|Mode||Data points forecasted||Model1||Trading days2 and holidays3||Outliers4||ARIMA|
|Passenger||1||A||No TD; Easter, Labor Day, Thanksgiving_7||No significant outliers||(0,1,1)(0,1,1)|
|Carloads||None||A||No TD; Leap year||LS DEC2008; LS APR2009; LS JUL2009;||(0,1,1)(0,1,1)|
|Intermodals||None||M||No TD; Leap year; Easter, Memorial Day, Thanksgiving_8, Christmas||AO OCT2002; LS MAR2008; LS DEC2008; LS FEB2009|
|Trucking||None||A||TD; No holidays||LS MAR2000||(2,1,1)(0,1,1)|
|Waterborne||None||A||No TD; No holidays||A JAN2000; AO MAY2011||(0,1,2)(0,1,1)|
|Transit||3||A||TD; No holidays||AO MAY2007; LS NOV2008||(0,1,1)(0,1,1)|
|Freight||1||M||TD; Easter, Memorial Day, Thanksgiving_8||
AO SEP2001; TC OCT2002; LS FEB2004;
|Passenger||1||A||No TD; Easter, Labor Day, Thanksgiving_8||AO SEP2001; LS OCT2001; LS DEC2001; AO DEC2002; LS SEP2008||(0,1,1)(0,1,1)|
|Natural gas||None||M||No TD; Leap year; No holidays||AO DEC2000; AO JAN2006; AO FEB2007||(0,1,2)(0,1,1)|
|Petroleum||1||A||No TD; Leap year; No holidays||AO SEP2008; AO AUG2009; AO OCT2009||(0,1,2)(0,1,1)|
1 M = Multiplicative; A = Additive
2 TD = Trading Days
3 Moving Holidays/Calendar Effects = Easter, Memorial Day, Labor Day, Thanksgiving, and Christmas.
Easter[n] = number of days n before Easter
Easter = Thursday before to Tuesday after (6 days).
Memorial Day = Friday before to the Tuesday after (5 days).
Labor Day = Friday before to Tuesday after (5 days).
Thanksgiving_7 = Tuesday before to Sunday after (7 days)
Thanksgiving_8 = Tuesday before to Monday after (8 days).
If Christmas falls on a Monday = Friday before through Tuesday after (12 days).
If Christmas falls on a Friday = Wednesday through Sunday after (12 days).
If Christmas falls on a Saturday = Wednesday through Sunday after (12 days).
If Christmas falls on a Sunday = Thursday through Monday after (12 days).
4 LS = Level Shift; AO = Automatic Outlier; TC = Temporary Change