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Volume 8 Number 1
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Paper 2
Table A-1 - Interpretation of the Hyper-Parameters of the Model for Geneva International Airport
Excel
|
CSV
Variables
Passengers
Movements
Comments
Level
3.95E-02
7.3E-03
Variances of level terms
Slope
1.2E-03
8.6E-03
Variances of slope terms
Cycle
ρ
= 0.83
Damping factor
2.1E-02
1.6E-02
Variances of cycles
Irregular
0.00E+00
2.5E-02
Variances of irregular terms
Interventions
nil
+LS 1956**
Interventions: timing and coefficient's sign (+/-)
nil
+AO 1967**
Model
LLT+cycle
Cointegration
C(2,2)+common cycles
Key: ** = p-value < 0.05.
