On Thu, 23 Jul 2009, Oliver Heering wrote: > First of all, thanks for the quick answer! Great support.
You're welcome; and support for high frequency data would be a nice thing to have in gretl. > Let me just put the X-12-ARIMA and TRAMO/SEATS question in another > way: Ok, monthly and quarterly is possible, daily maybe after > revisiting gretl code. But am I right that both programs cannot handle > hourly values at all? I thought that their seasonal adjustment > algorithms just work for something more aggregated than hourly values. > Correct? I tried to use TSW on a small subset of my data but already > failed on specifying the periods in the data file. Yes, specifying the periods in the data file is the tricky part! I would be quite surprised if their seasonal adjustment routines work for hourly data, but that is said out of gross ignorance on my part. I can't find an X-12-ARIMA mailing list on which to ask questions -- it seems there's only an "announce" list -- so I guess the only option is to search the manual. Allin Cottrell
