2:09 p.m.
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
2:58 p.m.
New subject: 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
_______________________________________________
Gretl-devel mailing list
Gretl-devel(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-devel
************************************************************
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
4:15 p.m.
New subject: tramo and x13as
On Fri, 30 Oct 2015, fdiiorio(a)unina.it wrote:
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)
This means that tramo has not produced linearized output for one or
more of the series in your list ("xlin.t" is the name of the tramo
output file that gretl was expecting to find).
I was under the impression that if tramo didn't detect anything that
needed linearizing then it passed back the original series, but
apparently that's not (always) true. Maybe somebody could delve into
the tramo documentation and clarify this.
I tried this example:
<hansl>
open data9-7
list L = QNC PRICE INCOME
loop foreach i L
$i_l = linearize($i)
endloop
</hansl>
I got the same sort of failure as you noted, but on closer inspection
it doesn't have anything to do with the loop construct, it's just that
tramo won't produce a linearization of the PRICE series. If I drop
PRICE from the list, the loop works OK; and if I try using linearize()
on PRICE outside of a loop, it still fails in the same way (no xlin.t
is produced).
Allin Cottrell
9:04 p.m.
New subject: tramo and x13as
On Fri, 30 Oct 2015, I wrote:
On Fri, 30 Oct 2015, fdiiorio(a)unina.it wrote:
> 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)
This means that tramo has not produced linearized output for one
or more of the series in your list ("xlin.t" is the name of the
tramo output file that gretl was expecting to find).
I was under the impression that if tramo didn't detect anything
that needed linearizing then it passed back the original series,
but apparently that's not (always) true [...]
Thanks for the report, Francesca. Ignacio has confirmed that I was
wrong: when tramo reckons no linearization is needed, it just
doesn't produce a "linearized data" file. Gretl now (that is, in the
git source and snapshots) attempts to detect this case (no error is
flagged by tramo, but no linearization is produced) and gives you
back the original series.
So it should now be possible to apply the linearize() function to a
list of series without error, even if some of the series don't need
linearizing.
Allin Cottrell
11 a.m.
New subject: tramo and x13as
thank you.
Quoting Allin Cottrell <cottrell(a)wfu.edu>:
On Fri, 30 Oct 2015, fdiiorio(a)unina.it wrote:
> 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)
This means that tramo has not produced linearized output for one or
more of the series in your list ("xlin.t" is the name of the tramo
output file that gretl was expecting to find).
I was under the impression that if tramo didn't detect anything that
needed linearizing then it passed back the original series, but
apparently that's not (always) true. Maybe somebody could delve into
the tramo documentation and clarify this.
I tried this example:
<hansl>
open data9-7
list L = QNC PRICE INCOME
loop foreach i L
$i_l = linearize($i)
endloop
</hansl>
I got the same sort of failure as you noted, but on closer
inspection it doesn't have anything to do with the loop construct,
it's just that tramo won't produce a linearization of the PRICE
series. If I drop PRICE from the list, the loop works OK; and if I
try using linearize() on PRICE outside of a loop, it still fails in
the same way (no xlin.t is produced).
Allin Cottrell
_______________________________________________
Gretl-devel mailing list
Gretl-devel(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-devel
************************************************************
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
3098
days inactive
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days old
4 comments
3 participants
participants (3)
-
Allin Cottrell -
fdiiorio＠unina.it -
Ignacio Diaz-Emparanza