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Transportation Service Index Composition

Excel

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
Rail          
Passenger 1 A No TD; Easter[7], Labor Day, Thanksgiving_7 No significant outliers (0,1,1)(0,1,1)
Rail Freight          
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[7], 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)
Aviation          
Freight 1 M TD; Easter[2], Memorial Day, Thanksgiving_8 AO SEP2001; TC OCT2002; LS FEB2004;
LS NOV2008;
(0,1,2)(0,1,1)
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)
Pipeline          
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).
Christmas
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