[Gretl-users] TRAMO/SEATS
Ignacio Thank you very much. I had not answered before because I live in Cuba y I have not access to the internet, so I had to wait until a friend found the function for me. As I can see this function (Tramolin) works only for Outlier detection/correction and missing data interpolation, and it is not exactly a script. Is any script which makes the same process that produces the interaction with the gretl windows for Tramo/Seats? I mean, I would like to obtain the seasonal factors, the trend-cycle and the irregular factors, parting from a script that would be part of one script larger which is intended to forecast and make conjuncture analysis. Thanks again for your time and patience Eduardo Message: 4 List-Post: gretl-users@gretlml.univpm.it Date: Wed, 26 Sep 2012 13:57:52 +0200 From: Ignacio Diaz-Emparanza Subject: Re: [Gretl-users] TRAMO/SEATS To: Gretl list Message-ID: <5062EDC0.5070305(a)ehu.es> Content-Type: text/plain; charset="iso-8859-1" On 26/09/12 01:09, Miviam wrote: > > Hi everyone > > I'm very new with the Gretl and I pretend to make a routine where it > is included a conjuncture analysis with signal extractions through > TRAMO/SEATS (no X12-ARIMA or X13). Is there any program already > written for that? > > Thanks > > Regards > > Eduardo > > You may search in the manual for the function 'deseas' or have a look at my function pakage 'tramolin' which may be a little outdated but it is a good example on how to interact via the shell with an external program (you may find it in /File/Function files/On server). Ignacio Thank you very much. I had not answered before because I live in Cuba y I have not access to the internet, so I had to wait until a friend found the function for me. As I can see this function (Tramolin) works only for Outlier detection/correction and missing data interpolation, and it is not exactly a script. Is any script which makes the same process that produces the interaction with the gretl windows for Tramo/Seats? I mean, I would like to obtain the seasonal factors, the trend-cycle and the irregular factors, parting from a script that would be part of one script larger which is intended to forecast and make conjuncture analysis. Thanks again for your time and patience Eduardo Message: 4 Date: Wed, 26 Sep 2012 13:57:52 +0200 From: Ignacio Diaz-Emparanza Subject: Re: [Gretl-users] TRAMO/SEATS To: Gretl list Message-ID: <5062edc0.5070...@ehu.es> Content-Type: text/plain; charset="iso-8859-1" On 26/09/12 01:09, Miviam wrote: > > Hi everyone > > I'm very new with the Gretl and I pretend to make a routine where it > is included a conjuncture analysis with signal extractions through > TRAMO/SEATS (no X12-ARIMA or X13). Is there any program already > written for that? > > Thanks > > Regards > > Eduardo > > You may search in the manual for the function 'deseas' or have a look at my function pakage 'tramolin' which may be a little outdated but it is a good example on how to interact via the shell with an external program (you may find it in /File/Function files/On server).
Re: [Gretl-users] TRAMO/SEATS
On 26/09/12 01:09, Miviam wrote: > > Hi everyone > > I'm very new with the Gretl and I pretend to make a routine where it > is included a conjuncture analysis with signal extractions through > TRAMO/SEATS (no X12-ARIMA or X13). Is there any program already > written for that? > > Thanks > > Regards > > Eduardo > > You may search in the manual for the function 'deseas' or have a look at my function pakage 'tramolin' which may be a little outdated but it is a good example on how to interact via the shell with an external program (you may find it in /File/Function files/On server). -- 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.ehu.es/ignacio.diaz-emparanza/ www.ea3.ehu.es On 26/09/12 01:09, Miviam wrote: Hi everyone I’m very new with the Gretl and I pretend to make a routine where it is included a conjuncture analysis with signal extractions through TRAMO/SEATS (no X12-ARIMA or X13). Is there any program already written for that? Thanks Regards Eduardo You may search in the manual for the function 'deseas' or have a look at my function pakage 'tramolin' which may be a little outdated but it is a good example on how to interact via the shell with an external program (you may find it in /File/Function files/On server). -- 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.ehu.es/ignacio.diaz-emparanza/ www.ea3.ehu.es
[Gretl-users] TRAMO/SEATS
Hi everyone I'm very new with the Gretl and I pretend to make a routine where it is included a conjuncture analysis with signal extractions through TRAMO/SEATS (no X12-ARIMA or X13). Is there any program already written for that? Thanks Regards Eduardo Hi everyone I’m very new with the Gretl and I pretend to make a routine where it is included a conjuncture analysis with signal extractions through TRAMO/SEATS (no X12-ARIMA or X13). Is there any program already written for that? Thanks Regards Eduardo
Re: [Gretl-users] tramo-seats and x12 arima in gretl, a question
> Dear All, greetings from Paris ! > > I am currently using the seasonal adjustment facilities in Gretl, either > the tramo or X12 Arima analyses directly or throught the arima > modelling tool (using X12 option). However, it seems that both X12 and > tramo parameters are set to default values and cannot be modified via > the gretl interface. Is it the case, and could it be done, maybe via the > programs themselves ? > ... The gretl--X12 plugin uses the default Arima-X12 values. The tramo- seats plugin allows to assign a small subset of the tramo-seats parameters: those related to outlier detection and the ARIMA specification. It would bee good to enlarge the amount of parameters that gretl can assign, but I suppose it is a hard and a bit tedious work to try with all of them. Tell Allin and Jack if you are interested in some particular parameters. I also think it would be interesting to have a way to recover, for example, the outlier corrected series or the residual series.
[Gretl-users] tramo-seats and x12 arima in gretl, a question
Dear All, greetings from Paris ! I am currently using the seasonal adjustment facilities in Gretl, either the tramo or X12 Arima analyses directly or throught the arima modelling tool (using X12 option). However, it seems that both X12 and tramo parameters are set to default values and cannot be modified via the gretl interface. Is it the case, and could it be done, maybe via the programs themselves ? Thanx in advance for your kind response. For those of you interested in seasonal adjustment, let me share an interesting finding: the DEMETRA facility. This is a seasonal adjustment software developped by Eurostat for the community, it is available free of charge at the following link: http://forum.europa.eu.int/Public/irc/dsis/eurosam/library?l=/software/demetra_software&vm=detailed&sb=Title presentation of the project here: http://forum.europa.eu.int/irc/dsis/eurosam/info/data/demetra.htm A final note, the software implements both tramo-seats and x12 arima in a transparent and extensive way and can manage large projects. It proposes many diagnosis tools and information on the two methodologies, originating from the work of the informal working group on seasonal adjustment in eurostat. DEMETRA allows and is design to implement and compare both methods. sincerely, and continue the wonderful job ! Franck Franck -- Franck Nadaud CIRED Centre International de Recherche sur l'environnement et le Développement CNRS EHESS UMR 8568 Campus du Jardin Tropical de Paris 45 bis avenue de la Belle Gabrielle 94736 Nogent sur Marne Cedex Tél : 01 43 94 73 94 (ligne directe) FAX : 01 43 94 73 70
