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TRAMO-SEATS methodology

2 messages · Soren Wilkening, Dirk Eddelbuettel

#
Dear Colleagues

would someone know a suitable online-source for information
regarding the TRAMO SEATS method for time series ?
(an alternative to X12 ARIMA and earlier ARIMAs used by the US census 
bureau)

Cheers
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On 4 October 2005 at 22:35, Soren Wilkening wrote:
| Dear Colleagues
| 
| would someone know a suitable online-source for information
| regarding the TRAMO SEATS method for time series ?
| (an alternative to X12 ARIMA and earlier ARIMAs used by the US census 
| bureau)

Google is your friend -- It's been a while but the last time I looked I found
documents both at the Bank of Spain's website (where A Maravall is or was)
and as I recall some code at EuroStat (by former students of his).

Also, Gretl has an interface to tramo-seats. See
http://gretl.sourceforge.net/tramo/tramo-seats.html

Gruesse, Dirk