Thanks John. I was going the way in (1) but will definitely take a look in the option (2).
Meanwhile, I'm still open on how to do it from within Gretl, since it facilitates a lot the automation of the process. Since a seasonal adjustment is just the first step before a gretl script runs, it would be a lot more convenient for me to keep it all in Gretl. Thanks. On Tue, Apr 20, 2010 at 5:38 PM, John C Frain <frainj(a)gmail.com> wrote: > I dont know how to do this in Gretl. If it can not be done in Gretl > you have several options. > > 1) Use the original x12arima program. The easy way to do this is to > copy the X12arima directory from the gretl directory to a directory > where you have read write access. You can then set up an x12 > specification file containing the data and seasonal adjustment > requirements. The x12a manual and a sample specification file are in > the x12arima directory. > > 2 Download the Demetra interface to the x12arima program from > > http://circa.europa.eu/irc/dsis/eurosam/info/data/demetra.htm > > This interface is readily easy to use. > > Many other statistical/econometric packages have interfaces to the > program but I would think that the Demetra one is probably the one you > might use. > > Best Regards > > John > > On 20 April 2010 03:14, Paulo Grahl <pgrahl(a)gmail.com> wrote: > > Dear list members, > > I need to change some of the default behavior of the X-12 ARIMA method, > but > > could not find instructions in Gretl manual on how to do it from within > > Gretl. > > > > I have a monthly survey series (sort of diffusion index) that ranges from > 0 > > to100 and I need to get the seasonal factors. I would think in this sort > of > > time > > series, additive seasonal factors make more sense than multiplicative > > seasonal factors. But, when running X-12 ARIMA from within Gretl I could > > only get the > > multiplicative seasonal adjustment. > > Any idea on how should I proceed to get additive seasonal decomposition ? > > > > Many thanks. > > Paulo > > > > > > -- > > Paulo Gustavo Grahl, CFA > > ------------------------------------------ > > pgrahl(a)gmail.com > > pgrahl(a)fgvmail.br > > +55(21) 8809-9254 > > skype:paulo.grahl > > www.linkedin.com/in/pgrahl > > ------------------------------------------ > > > > > > _______________________________________________ > > Gretl-users mailing list > > Gretl-users(a)lists.wfu.edu > > http://lists.wfu.edu/mailman/listinfo/gretl-users > > > > > > -- > John C Frain > Economics Department > Trinity College Dublin > Dublin 2 > Ireland > www.tcd.ie/Economics/staff/frainj/home.html > mailto:frainj(a)tcd.ie > mailto:frainj(a)gmail.com > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > -- Paulo Gustavo Grahl, CFA ------------------------------------------ pgrahl(a)gmail.com pgrahl(a)fgvmail.br +55(21) 8809-9254 skype:paulo.grahl www.linkedin.com/in/pgrahl ------------------------------------------Thanks John. I was going the way in (1) but will definitely take a look in the option (2).
Meanwhile, I'm still open on how to do it from within Gretl, since it facilitates a lot the automation of the process. Since a seasonal adjustment is just the first step before a gretl script runs, it would be a lot more convenient for me to keep it all in Gretl.
Thanks.
On Tue, Apr 20, 2010 at 5:38 PM, John C Frain <fra...@gmail.com> wrote:
I dont know how to do this in Gretl. Â If it can not be done in Gretl
you have several options.
1) Use the original x12arima program. Â The easy way to do this is to
copy the X12arima directory from the gretl directory to a directory
where you have read write access. Â You can then set up an x12
specification file containing the data and seasonal adjustment
requirements. Â The x12a manual and a sample specification file are in
the x12arima directory.
2 Download the Demetra interface to the x12arima program from
http://circa.europa.eu/irc/dsis/eurosam/info/data/demetra.htm
This interface is readily easy to use.
Many other statistical/econometric packages have interfaces to the
program but I would think that the Demetra one is probably the one you
might use.
Best Regards
John
On 20 April 2010 03:14, Paulo Grahl <pgr...@gmail.com> wrote:
> Dear list members,
> I need to change some of the default behavior of the X-12 ARIMA method, but
> could not find instructions in Gretl manual on how to do it from within
> Gretl.
>
> I have a monthly survey series (sort of diffusion index) that ranges from 0
> to100 and I need to get the seasonal factors. I would think in this sort of
> time
> series, additive seasonal factors make more sense than multiplicative
> seasonal factors. But, when running X-12 ARIMA from within Gretl I could
> only get the
> multiplicative seasonal adjustment.
> Any idea on how should I proceed to get additive seasonal decomposition ?
>
> Many thanks.
> Paulo
>
>
> --
> Paulo Gustavo Grahl, CFA
> ------------------------------------------
> pgr...@gmail.com
> pgr...@fgvmail.br
> +55(21) 8809-9254
> skype:paulo.grahl
> www.linkedin.com/in/pgrahl
> ------------------------------------------
>
>
> _______________________________________________--
> Gretl-users mailing list
> gretl-us...@lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
John C Frain
Economics Department
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:fra...@tcd.ie
mailto:fra...@gmail.com
_______________________________________________
Gretl-users mailing list
gretl-us...@lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
--
Paulo Gustavo Grahl, CFA
------------------------------------------
pgr...@gmail.com
pgr...@fgvmail.br
+55(21) 8809-9254
skype:paulo.grahl
www.linkedin.com/in/pgrahl
------------------------------------------
