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 (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. Does anyone know of unofficial R translation of tramo-seats? OR What do you suggest? Vittorio
On Monday 24 May 2004 11:00, v.demartino2 at virgilio.it wrote:> 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 > (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. > > Does anyone know of unofficial R translation of tramo-seats? > OR What do you suggest? > > Vittorio > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > R-project.org/posting-guide.htmlNot an R response I'm afraid, but have you looked at Demetra forum.europa.eu.int/irc/dsis/eurosam/info/data/demetra.htm which appears to be an officially sponsored windows-only implementation of Tramo-seats and X-12 ARIMA. The licence is not clear from the website, but it looks free as in beer but probably not open source. Paul Bivand
Hi, take a look at gretl (gretl.sourceforge.net), which integrates econometrics, X-12-ARIMA, TRAMO/SEATS and R. Vytautas Maniusis, Vilnius University, Lithuania