El 10/06/16 a las 21:26, John C Frain escribió:
> TRAMO stands for "Time series Regression with ARIMA noise, Missing
> values and Outliers". SEATS is "Signal Extraction in ARIMA Time
> Series". Used as a seasonal adjustment program TRAMO adjusts a series
> for missing values and outliers. It
Thaks for your help!
Best regards,
Dario Hernández
Master in Statistic
National University of Colombia
On Mon, Jun 13, 2016 at 9:28 AM, Ignacio Diaz-Emparanza <
ignacio.diaz-emparanza(a)ehu.eus> wrote:
> El 10/06/16 a las 21:26, John C Frain escribió:
>
>> TRAMO stands for "Time series
TRAMO stands for "Time series Regression with ARIMA noise, Missing values
and Outliers". SEATS is "Signal Extraction in ARIMA Time Series". Used as a
seasonal adjustment program TRAMO adjusts a series for missing values and
outliers. It then passes the adjusted series to SEATS which completes the
A missing observation has not a residual because has not an observation.
Tramo works by assigning a very improbable number (usually -9) and
then treating this observation as an additive outlier (AO).
El 09/06/16 a las 23:33, Manuel Dario Hernandez Bejarano escribió:
> Good morning.
>
> My
Thanks for your answer, I would like to know your opinion when you consider
the option "skipping approach", due to the fact that the Kalman filter
doesn't assign a residual when you have a missing value, however, in the
results, TRAMO gives a value of residual for the point where a missing
Good morning.
My name is Dario Hernández, i am using the program TRAMO in gretl and i
don't understand how calculate the residual in a missing observation. Can
you help me?
Best regards,
Dario Hernández
Master in Statistic
National University of Colombia
Good morning.My name is Dario
