On Fri, 31 Jul 2015, Carlos Andrade wrote:
> Hello Gretl users,
>
> I installed the 1.9.92 version of Gretl Linux x86_64 in Debian 8 AMD64.
> Where do I find the x86_64 version of X-12-ARIMA for Gretl 1.9.92?
It's quite easy, actually:
* download https://www.census.gov/ts/x13as/unix/x13assrc_V1
Thanks Riccardo Lucchetti, worked.
2015-07-31 13:50 GMT-03:00 Riccardo (Jack) Lucchetti
:
> On Fri, 31 Jul 2015, Carlos Andrade wrote:
>
> Hello Gretl users,
>>
>> I installed the 1.9.92 version of Gretl Linux x86_64 in Debian 8 AMD64.
>> Where do I find the x86_64 version of X-12-ARIMA for Gre
On Fri, 31 Jul 2015, Carlos Andrade wrote:
> I installed the 1.9.92 version of Gretl Linux x86_64 in Debian 8 AMD64.
> Where do I find the x86_64 version of X-12-ARIMA for Gretl 1.9.92?
Try https://sourceforge.net/projects/gretl/files/x12a/
Allin Cottrell
Hello Gretl users,
I installed the 1.9.92 version of Gretl Linux x86_64 in Debian 8 AMD64.
Where do I find the x86_64 version of X-12-ARIMA for Gretl 1.9.92?
Thanks.
--
Atenciosamente,
Prof. Carlos A. S. de Andrade
LAPEA - Laboratório de Pesquisa em Economia Aplicada e Engenharia de
Produção
U
osBanco do Brasilhenrique.andr...@bb.com.brTel.: (61) 3102-6911-gretl-users-boun...@lists.wfu.edu escreveu: -Para: Gretl list De: Ignacio Diaz-Emparanza Enviado por: gretl-users-boun...@lists.wfu.eduData: 03/10/2014 05:34Assunto: Re: [Gretl-users] X-12-ARIMA: GUI vs. Hansl
On 02/1
On 02/10/14 22:05, henrique.andrade(a)bb.com.br wrote:
> Dear Gretl Team,
>
> Talking about the "deseas" function, Gretl function reference says:
> "(...) note that both TRAMO/SEATS and X-12-ARIMA offer numerous
> options; deseas calls them with all options at their default settings".
>
> I tried
Dear Gretl Team,Talking about the "deseas" function, Gretl function reference says: "(...) note that both TRAMO/SEATS and X-12-ARIMA offer numerous options; deseas calls them with all options at their default settings".I tried to replicate using the GUI what the "deseas" function does but I can't
Hi Ignacio,
on pure Debian testing branch "wheezy" you should install "libgfortran3" package
which implements "libgfortran.so.3" library in 4.6.1 version.
On Ubuntu you should install this packagefrom"oneiric"distribution
(http://packages.ubuntu.com/oneiric/libgfortran3).
Regards,
Marcin
El 05/10/11 07:58, Marcin Błażejowski escribió:
> Ok,
> I've rebuild packages with your patch and put them on website.
>
> Marcin
Marcin,
I tried to install the package x12a_0.3-3_amd64.deb from your website
(on Ubuntu Linux 10.04) but I obtained an error saying that a version of
libgfortran3 >
Ok,
I've rebuild packages with your patch and put them on website.
Marcin
W dniu 04.10.2011 21:43, Allin Cottrell pisze:
> On Mon, 3 Oct 2011, Marcin Błażejowski wrote:
>
>> W dniu 03.10.2011 02:18, Allin Cottrell pisze:
>>>
>>> may be cause for concern. I'll update the gretl-x12a packages once
On Mon, 3 Oct 2011, Marcin Błażejowski wrote:
> W dniu 03.10.2011 02:18, Allin Cottrell pisze:
>>
>> may be cause for concern. I'll update the gretl-x12a packages once I've
>> figured out the reasons for the warnings and (hopefully) patched the
>> sources to eliminate them.
> I've used gfortran
W dniu 03.10.2011 02:18, Allin Cottrell pisze:
>
> may be cause for concern. I'll update the gretl-x12a packages once
> I've figured out the reasons for the warnings and (hopefully) patched
> the sources to eliminate them.
I've used gfortran but - honestly - didn't look at compilation and while
On Sun, 2 Oct 2011, Marcin Błażejowski wrote:
> since there is new version of x-12-arima (0.3 build 192) I've build DEB
> and RPM packages for AMD64 architecture (with PSP = 24 patch). Files can
> be downloaded from: http://wrzosy.dyndns.info/~marcin/x12arima/
> Allin, would you build i386 packa
tobre 2011 15:22
Oggetto: [Gretl-users] X-12-ARIMA build 192
Hi,
since there is new version of x-12-arima (0.3 build 192) I've build DEB
and RPM packages for AMD64 architecture (with PSP = 24 patch). Files can
be downloaded from: http://wrzosy.dyndns.info/~marcin/x12arima/
Allin, would you
Hi,
since there is new version of x-12-arima (0.3 build 192) I've build DEB
and RPM packages for AMD64 architecture (with PSP = 24 patch). Files can
be downloaded from: http://wrzosy.dyndns.info/~marcin/x12arima/
Allin, would you build i386 packages?
And the last issue: in current version RPM pa
I am always nervous about the practice of seasonally adjusting a large
number of series using X12-ARIMA or TRAMO/SEATS. Itis generally
recognised that automatic seasonal adjustment produces good results in
about 70% or so of cases. The actual percentage varies considerably
from application to app
Ah! Thank you!
Using your hint I worked up the below:
genr emplabadj = deseas(emplab, X)
Which does exactly what I needed. Now, on to figure out batch files...
Thanks again.
On Wed, Sep 21, 2011 at 12:53 AM, Ignacio Diaz-Emparanza <
ignacio.diaz-emparanza(a)ehu.es> wrote:
> El 21/09/11 06:24,
El 21/09/11 06:24, Patrick Kallerman escribió:
> Hello,
>
> I'm a young practioner of economics and I've been trying to Seasonally
> Adjust a large number of datasets related to employment.
>
> Since I'm using a Mac, I've installed both gretl and the X-12 option.
> I'm fairly tech-savvy but hit a w
Hello,
I'm a young practioner of economics and I've been trying to Seasonally
Adjust a large number of datasets related to employment.
Since I'm using a Mac, I've installed both gretl and the X-12 option. I'm
fairly tech-savvy but hit a wall so I thought I'd ask for some help.
Basically I have a
On Fri, 1 Oct 2010, John C Frain wrote:
> Thanks for your attention to this matter. I think that you are very
> close to an ideal solution which does not over-complicate the
> adjustment process like other implementations. It would be nice if
> users read the standard output and error files but
Allin
Thanks for your attention to this matter. I think that you are very
close to an ideal solution which does not over-complicate the
adjustment process like other implementations. It would be nice if
users read the standard output and error files but I am sure that they
will not. The x12arim
On Mon, 27 Sep 2010, John C Frain wrote:
> I have attached a pdf file which, I hope, clarifies my proposals for
> the gretl x12arima interface.
Thanks for the suggestions, John.
> Basically there are three proposals
>
> 1. An amendment to the graphics output of the x12arima interface
> in gretl
Allin
I have attached a pdf file which, I hope, clarifies my proposals for
the gretl x12arima interface. Basically there are three proposals
1. An amendment to the graphics output of the x12arima interface in
gretl to improve
these graphs when there are missing values.
2. A greater emphasis on t
On Mon, 13 Sep 2010, John C Frain wrote:
> I have had a quick look at the new version and it looks good. Two
> small suggestions -
>
> 1) The inclusion of the -9 value makes a bit of a mess of the two
> graphs which include the original series. Would it be possible to use
> Table B1 (Origin
Allin
I have had a quick look at the new version and it looks good. Two
small suggestions -
1) The inclusion of the -9 value makes a bit of a mess of the two
graphs which include the original series. Would it be possible to use
Table B1 (Original series pre-adjusted for outliers and missin
On Sat, 11 Sep 2010, John C Frain wrote:
> I can complete the analysis with the following amended spec.
>
> series{
> ...
> }
> transform{function=auto}
> outlier{}
> regression{variables=(const, td)}
> automdl{}
> x11{ save=( d11 ) }
>
> Here the spec tra
Allin
Sorry I don't know where the plural came from. It should be
outlier{}
Best Regards
John
On 11 September 2010 19:39, Allin Cottrell wrote:
> On Fri, 10 Sep 2010, John C Frain wrote:
>
>> series{
> ...
>> }
>> transform{function=auto}
>> outliers{}
>> autom
Allin
My apologies. I had intended saving yesterday's draft reply and
revising and finishing the email today. It appears that, instead, I
sent it in error. Perhaps the best thing to do is ignore yesterday's
and read what is below?
Page 2 of the X12 manual states "Observations must be equally s
On Fri, 10 Sep 2010, John C Frain wrote:
> series{
...
> }
> transform{function=auto}
> outliers{}
> automdl{}
> x11{ save=( d11 d12 d13 ) }
Hmm, if I feed this to x12a (Version 0.3 Build 188) it comes back
with
Line 18: outliers{}
^
ERROR:
On Fri, 10 Sep 2010, John C Frain wrote:
> Page 2 of the X12 manual states "Observations must be equally spaced
> in time, and missing values are not allowed. As you say there are
> circumstances in which -9 can be used as an indicator of a missing
> value. However this is not true in all case
Allin
Page 2 of the X12 manual states "Observations must be equally spaced
in time, and missing values are not allowed. As you say there are
circumstances in which -9 can be used as an indicator of a missing
value. However this is not true in all cases. If I insert and
interior -9 in Henr
On Thu, 9 Sep 2010, John C Frain wrote:
> There is a considerable debate about using x12-arima adjusted data in
> econometric models. Some times it is all that you can do. Often it
> is better to include a specific seasonal model in your econometrics.
John, thanks for your contribution to the d
Henrique,
My initial encounter with seasonal adjustment was as a statistician in
the Central Statistics Office in Dublin. In the mid 1970's we started
to use the x11 (previous version of the X12-Arima) program. For each
series we asked a variety of questions (e.g. Additive/multiplicative
adjust
On Thu, 9 Sep 2010, John C Frain wrote:
> My initial encounter with seasonal adjustment was as a
> statistician in the Central Statistics Office in Dublin...
Thanks, John, for presenting the expert's view!
Although I recently conceded to Henrique's request to trim leading
and trailing NAs from t
X12-ARIMA has its own way of dealing with missing values either at the
end of the series or in the middle. Even if the missing values are in
the middle of the series X12-Arima in Gretl will fail with a similar
message. Perhaps it would be better if Gretl just checked for
missing values and if it
Dear John,
I'm not blaming Gretl or X-12-Arima because of this.
I have a real life problem: I have two series, X and Y, inside a Gretl data
file (.gdt). The variable X goes up to 2008 and variable Y goes up to 2009.
My model says that:
X = B0 + B1*Y(t-1)
With this I can predict the values of th
Thanks a lot Allin!
2010/9/9 Allin Cottrell
> On Wed, 8 Sep 2010, Henrique Andrade wrote:
>
> > I'm trying to perform a X-12-Arima analysis in a series but I'm getting
> this
> > error message:
> >
> > ERROR: Multiplicative or log additive seasonal adjustment cannot
> > be performed when preadju
On Wed, 8 Sep 2010, Henrique Andrade wrote:
> I'm trying to perform a X-12-Arima analysis in a series but I'm getting this
> error message:
>
> ERROR: Multiplicative or log additive seasonal adjustment cannot
> be performed when preadjustment factors are derived from a
> regARIMA model for data wh
Dear Gretl Community,
I'm trying to perform a X-12-Arima analysis in a series but I'm getting this
error message:
"Error messages generated from processing the X-12-ARIMA spec file
teste.spc:
ERROR: Multiplicative or log additive seasonal adjustment cannot be
performed when
preadjustment factors
On Fri, 7 May 2010, Sebastian Fux wrote:
> I have installed the X-12-ARIMA filter and changed the path names in Gretl
> so that this should be ok. When I would like to run the X-12ARIMA I always
> get the following error message:
>
> 'Couldn't open C:\Users\Smith
> Peter\AppData\Roaming\gretl\x12
Dear all,
I have installed the X-12-ARIMA filter and changed the path names in Gretl
so that this should be ok. When I would like to run the X-12ARIMA I always
get the following error message:
'Couldn't open C:\Users\Smith
Peter\AppData\Roaming\gretl\x12arima\USOPRI04H.d11'
Where USOPRI
Well, since it does not seen to be an easy task, here is my plan: I will
take a look at John's suggested interface, use it for a while to see what I
will really need in terms of x-12-arima options, before bothering Gretl
developers...
thanks.
Paulo
On Wed, Apr 21, 2010 at 9:31 PM, Allin Cottrell
On Wed, 21 Apr 2010, Paulo Grahl wrote:
> [...] 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
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
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
spec
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
I don't think so.
Robert Besso pisze:
> ok it works, but I have daily data.
>
> Can I use X12 Arima with daily data ?
>
> Thanks
> LB
>
> Date: Wed, 18 Feb 2009 11:15:15 +0100
> From: marcin(a)wrzosy.nsb.pl
> To: gretl-users(a)lists.wfu.edu
> Subject:
ok it works, but I have daily data.
Can I use X12 Arima with daily data ?
Thanks
LB
List-Post: gretl-users@gretlml.univpm.it
Date: Wed, 18 Feb 2009 11:15:15 +0100
From: marcin(a)wrzosy.nsb.pl
To: gretl-users(a)lists.wfu.edu
Subject: Re: [Gretl-users] X-12-Arima analysis
Check the
Check the frequency of the dataset: should be quarterly or monthly.
Marcin
Robert Besso pisze:
> Hi,
>
> I have the following problem. I would like to start an X-12-Arima analysis on
> a time serie I have (a price of a product).
> Unfortunately the two "buttons/selections" (X12 ARMIA and TRAMO S
In Tools|Preferences|General on the Programs tab check that the paths
to x12arima and tramo are correct. If not browse to the correct
folders and correct. If you can not fix the problem reinstall the
x12arima and tramo/seats add-ins and again make sure that the correct
directories are referenced.
Hi,
I have the following problem. I would like to start an X-12-Arima analysis on a
time serie I have (a price of a product).
Unfortunately the two "buttons/selections" (X12 ARMIA and TRAMO Seats) below
Variable button in the menu cannot be selected ?
What could be the problem ? I imported my
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