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maraval
2005 Oct 04
1
TRAMO-SEATS methodology
Dear Colleagues
would someone know a suitable online-source for information
regarding the TRAMO SEATS method for time series ?
(an alternative to X12 ARIMA and earlier ARIMAs used by the US census
bureau)
Cheers
--
-----------------------------
Soren Wilkening
Principal Consultant
phone: +49-30-96080121
wilkening at censix.com
CENSIX Consulting
Statistics, Surveys, Censuses
2005 Oct 15
2
TRAMO-SEATS confusion?
Dear R People:
When looking at the previous postings regarding TRAMO-SEATS,
I am somewhat puzzled.
Is it true that we CANNOT replicate TRAMO-SEATS because of
licensing or ownership issues, please?
If not, would anyone be interested in an R version of it, please?
Thanks,
Sincerely,
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston -
2004 May 25
1
Tramo-seats support in GRETL, but not R
....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 entire...