[Gretl-devel] Re: basic questions/comments on X13

On Tue, 16 Nov 2021, Sven Schreiber wrote: What we do in gretl is _not_ implementing either X12/X13 nor TRAMO/SEATS independently. That would be far too complex. For some time, Francesca di Iorio and me toyed with the idea of rewriting TRAMO/SEATS in hansl. Eventually, we gave up: it's just too complicated and it's not worth the effort. We should have listened to the advice Gabriele Fiorentini (probably one of the 5 people on earth who knows what actually goes on in the TRAMO/SEATS FORTRAN source) had given us: "you're crazy", he had said. What we do is provide a transparent interface to the corresponding binaries (and IMO we're quite good at that). Now it seems that The JDemetra+ guys have done the crazy thing. From the reference manual: [...] Eurostat took an initiative to create new software [...] The resulting program is called JDemetra+. [...] the most critical innovation is the re-writing of the original FORTRAN codes of X12-ARIMA/X-13ARIMA-SEATS and TRAMO/SEATS in JAVA, following a real object-oriented approach. (taken from https://ec.europa.eu/eurostat/cros/system/files/jdemetra_reference_manual...) I'm saying "it seems" bacause after navigating the GitHub repo Hélio linked, I can't find any numerical code, and there should be A LOT of that: for example, if JDemetra+ actually implemented X13, it should contain a complete implementation of ARIMA modelling, that I can't find anywhere. Maybe I'm just looking in the wrong place. Oh well. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------