Re: [Gretl-devel] tramo and x13as
thanks ignacio.
I have a huge number of monthly series... in effect for the first 5
series no seasonality is detected by tramo, so no _sa output series,
while X13_sa give me the _d11
I noticed also that: while
v1_l=linearize(v1) works in console mode
in a loop give me the following message:
loop foreach i yl --quiet
$i_l=linearize($i)
endloop
>
C:\Users\francesca\AppData\Roaming\gretl\tramo\graph\series\xlin.t:
> No such file or directory
> $i_l=linearize($i)
command as linearize or tramolin are useful if you want simply detect
outliers in a huge number of series as my case
thanks for your help
francesca
Quoting Ignacio Diaz-Emparanza <ignacio.diaz-emparanza(a)ehu.eus>:
El 30/10/15 a las 14:50, gretl-devel-request(a)lists.wfu.edu escribió:
>
> ------------------------------
>
> Message: 6
> Date: Fri, 30 Oct 2015 14:34:09 +0100
> From: fdiiorio(a)unina.it
> To: Gretl development <gretl-devel(a)lists.wfu.edu>
> Subject: [Gretl-devel] tramo and x13as
> Message-ID: <20151030143409.58191bq9khqntfbl(a)inbox.unina.it>
> Content-Type: text/plain; charset=ISO-8859-1; DelSp="Yes";
> format="flowed"
>
>
> dear Gretl team,
> I just installed on my w7 PC gretl2015d and I noticed some small
> points with tramo and x13as
>
> a) in preference/general/programs there is the path box for x12arima
> but not for x13as.
> I put x13as.exe in the x12 path box and everything works, but in the
> menu "variable" remains the entry "X12-arima analysis" as well
as in
> title of the associated pop-up result window
>
> b) using TRAMO, if I ask to save in the dataset the seasonally
> adjusted series
> nothing happens, while no problem for trend/cicle and irregular component
1) Is the structure of your series correctly defined in gretl?
(/data/Dataset structure...)
2) If yes, has your series seasonal periodicity > 1?
3) If yes again, has your series a seasonal cycle? There are
quarterly, monthly, etc. series that do not contain seasonal cycles.
May be this is your case.
>
> c) using the tramolin package by Ignacio using the gretl menu
> "variable/linearization by tramo"I obtain the the following message
With a current version of gretl, "tramolin" may be considered
deprecated, because now with
'/Variable/Tramo analysis' you may obtaion the same effect only by
selecting "linearized series" in the "output" tab.
May be it is time to remove it from the server.
--
Ignacio Díaz-Emparanza
Departamento de Economía Aplicada III (Econometría y Estadística)
Universidad del País Vasco - Euskalherriko Unibertsitatea, UPV/EHU
Tfno: (+34) 94 601 3732
http://www.ehu.eus/ea3
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Francesca Di Iorio
Dipartimento di Scienze Politiche
Universita' di Napoli Federico II
via L. Rodino' 22
I-80138 Napoli
tel. 081-2538280
fax. 081-2537466
e-mail fdiiorio(a)unina.it