Transportation Planning and Technology, v. 38, n. 3, pp. 305-319. Abstract: This paper analyses the performance of freight transportation modes in Brazil – namely air, water, rail and road – from February 1996 to August 2012 by investigating their long memory properties using fractional integration and autoregressive models on monthly tonnage data. Two important features are analysed: the degree of dependence of transportation traffic across time and its seasonal structure over the period. Furthermore, the stability of parameters across the sample period is investigated, incorporating potential structural breaks in the data, which describe discontinuity in freight transportation traffic. Some policy implications are derived.