El Monday 27 April 2009 17:52:52 yinung at Gmail escribió: > Dear all > > After digging, I found my problem seems from incorrect path under Windows > environment. But I am not sure where the error should attribute to. > > I test the code one-line by one-line. > > It is found that the shell commands failed: > ! cd "@tramodir" > so that this line does not work at all > ! "@tramo" -i sername -k sername.ser > > > And the (part of) relevant code was modified as follows: > > if WIN32 > set shelldir @tramodir\graph\series > ! del /Q *.t > # ! cd "@tramodir" > set shelldir @tramodir > > ! "@tramo" -i sername -k sername.ser > # ! cd "@tramodir"\graph\series > set shelldir @tramodir\graph\series > > ! echo "ser_adj" > sername.txt > ! type "@tramodir\ausentesp" >> sername.txt > ! if exist xlin.t. (more +6 xlin.t >> sername.txt) else (more +6 > xorigt.t >> sername.txt) > ! type "@tramodir\ausentesf" >> sername.txt > append "@tramodir\graph\series\sername.txt" > else > .... > > Now I can get the result: > > ? QNC_adj = tramolin(QNC) > Generated series QNC_adj (ID 12) > > But I am not sure the QNC_adj is correctly created.
If you have a look at the script in the package, you will see the line with the parameters passed to tramo is: INPUT RSA=3 You will have to read the Tramo manual to see if this is doing what you want. The manual says that RSA=3 is the same as applying the parameters: LAM=-1, INTERP=1, IATIP=1, AIO=2, NOADMISS=1, SEATS=2, INIC=3, IDIF=3. This basically means that Tramo does an automatic ARIMA identification and detects and corrects for three types of outliers (additive outliers, transitory changes and level shifts). If you wish any other correction you will have to change the line "INPUT RSA=3". -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.et.bs.ehu.es
