Partial concurrent adjustment → Estimate regression coefficients + Arima model

The Partial concurrent adjustment → Estimate regression coefficient + Arima model option means that the ARIMA model and all the regression variables are re-identified, except the calendar variables. All parameters are re-estimated and the transformation type remains unchanged.

The example below shows the initial model (left) and the results of the refreshment procedure with the Partial concurrent adjustment → Estimate regression coefficient + Arima model option (right). The ARIMA orders have been re-identified (from (2,1,0)(0,1,1) to (0,1,1)(1,1,1)), as well as all outliers (hence the lack of prespecified outliers section). A mean effect has also been automatically detected and added to the regression variables. All coefficients have been re-estimated.

The Partial concurrent adjustment → Estimate regression coefficient + Arima model revision policy results