R help - May 2004 - Tramo-seats support in GRETL, but not R

On Mon, 24 May 2004 12:00:46 +0200  v.demartino2@virgilio.it wrote:
> Working  - among other things- in the field of (short & long term) 
electricity
> forecast, 
* * *
> we have to comply with the Tramo-seats closed-source procedure 
(http://www.bde.es/informes/be/docs/dt0014e.pdf)
> to deal with seasonality of electricity monthly time-series, in line 
with
> the methodology officially adopted by our  National Bureau of 
Statistics.
> Searching in R-help mailing list I didn't find anything about a 
tramo-seats
> R version. 
As a former forecaster of electric and water consumption, I too have been 
down the SAS and SPSS road. I don't know of an R interface to Tramo-seats, 
but the open-source econometric language GRETL supports Tramo-seats and is 
designed to interchange data with R. GRETL was developed by Professor Alin 
Cottrell of Wake Forest University based on Professor Ramu Ramanathan's 
ESL source code. Tramo Seats may be installed to work with GRETL.

GRETL (Gnu Regression, Econometrics and Time-series Library)
http://gretl.sourceforge.net/
[GRETL] is a cross-platform software package for econometric analysis, 
written in the C programming language. 
It is is free software. You may redistribute it and/or modify it under the 
terms of the GNU General Public License (GPL) as published by the Free 
Software Foundation.
* * *
Easy intuitive interface (now in French, Italian and Spanish as well as 
English)

or if you prefer
http://gretl.sourceforge.net/gretl_italiano.html

[GRETL] è un pacchetto software multi-piattaforma per l'analisi 
econometrica, scritto in linguaggio C. È software libero: è possibile 
redistribuirlo e/o modificarlo secondo i termini della Licenza Pubblica 
Generica GNU (GPL) pubblicata dalla Free Software Foundation.


GRETL and GNU R
http://gretl.sourceforge.net/gretl_and_R.html
>From gretl, you can save the current data set in a format suitable for 
analysis using R; you also have the option ("Start GNU R" under
gretl's
Utilities menu) of launching an R session with the current gretl data set 
automatically loaded into R's workspace.


GRETL and Tramo Seats
http://gretl.sourceforge.net/tramo/tramo-seats.html
TRAMO stands for "Time series Regression with ARIMA noise, Missing values 
and Outliers" and SEATS for "Signal Extraction in ARIMA Time
Series".
These programs (which are commonly used together) were developed by Victor 
Gómez and Agustín Maravall at the Bank of Spain.

The home page for these programs is at www.bde.es. To quote the 
description given there, "The programs are fundamentally aimed at monthly 
or lower frequency time series. Although structured to meet the needs of 
an expert analyst, they can be reliably used in an entirely automatic 
manner. The main applications are forecasting, seasonal adjustment, 
trend-cycle estimation, construction of composite leading indicators, 
interpolation, detection and correction of outliers, estimation of special 
effects, and quality control of data."

and just for good measure...
GRETL and X12
http://gretl.sourceforge.net/x12a/x12a.html
X-12-ARIMA is the program currently used by the U.S. Census Bureau for 
seasonal adjustment.

> Working  - among other things- in the field of (short & long term) 
electricity
> forecast,  we are now using too many & too expensive pieces of licensed
> software: SAS, SPSS, EViews. This "sedimentation" is due to the
fact
that
> my predecessors in the past used different consultant companies to 
manage
> each procedure.
> Having attended the useR2004! Conference with the aim of assessing if R
> ALONE could "glue" all those fragmented and isolated procedures,
I'm
almost
> convinced now that YES it could do the job!
> Now - to start with - a first problem to solve:
> we have to comply with the Tramo-seats closed-source procedure (
http://www.bde.es/informes/be/docs/dt0014e.pdf)
> to deal with seasonality of electricity monthly time-series, in line 
with
> the methodology officially adopted by our  National Bureau of 
Statistics.
> Searching in R-help mailing list I didn't find anything about a 
tramo-seats
> R version. 
Jim Callahan
Management, Budget & Accounting
City of Orlando
(407) 246-3039 office
(407) 234-3744 cell phone
	[[alternative HTML version deleted]]

FYI: GNU Gretl and GNU R are on every Debian mirror. My Quantian cdroms also
have x12a (deb package derived from the rpm on Cottrell's gretl site) which
is way less awkward to use via gretl than directly.  

However, tramo-seat _cannot_ be redistributed freely due to license issues.
Pity. If anybody feels like petitioning the good folks at the Bank of Spain,
go for it.

Regards, Dirk

-- 
The relationship between the computed price and reality is as yet unknown.  
                                             -- From the pac(8) manual page