On Thu, 30 Apr 2015, Ignacio Diaz-Emparanza wrote:
El 29/04/15 a las 17:38, Allin Cottrell escribió:
> On Wed, 29 Apr 2015, Ignacio Diaz-Emparanza wrote:
>
>> 1- open a quarterly/monthly series
>> 2- select a variable and go to /Variable/Tramo analysis
>> 3- remove the tickmark on "Standard automatic analysis" (if you leave
this
>> tickmark all is ok)
>> 4- you may leave the default on "Time series model plus seasonal
>> adjustment" (TRAMO+SEATS) or select "Time series model only"
(TRAMO only)
>>
>> Please have a look at "Transformations" tab, the option
"automatic" (with
>> respect to log/no log transformation) is selected by default.
>>
>> 5- click on OK and gretl transfer the info to TRAMO/SEATS and run the
>> external program
>>
>> The TRAMO/SEATS window output shows a list of the parameters received from
>> gretl. You will see the parameter LAM=1 (no logs) instead of LAM=-1
>> (automatic).
>
> Thanks, Ignacio. Actually gretl was not setting LAM=1. Rather, when the
> "automatic" level/log option was chosen (LAM=-1), gretl was not sending any
> LAM value to TRAMO. That's because I read the TRAMO doc as saying that the
> automatic option was the default. However, it seems that doesn't apply if
> the "Standard automatic analysis" is deselected.
> So now in CVS we always send the selected LAM value explicitly.
>
Thank you, Allin.
When you have time and if it is not excesively time-consuming, it would be
good to add an option for importing the "Linear series" from TRAMO/SEATS
results. This is the series with outlier and missing values corrected. (We
could then consider 'Tramolin' package deprecated).
OK, that's now in CVS, along with a linearize() function which takes
a series as input and returns the TRAMO linearization (not yet
documented). These things may need some tweaking, but I've checked
against Tramolin and they seem to produce the same output -- except
when the sample range is restricted before calling the functions,
but I think there's a bug in Tramolin for that case. Try comparing:
<hansl>
include tramolin.gfn
open data9-3.gdt
smpl 1979:3 ;
series price_l1 = tramolin(price)
series price_l2 = linearize(price)
print price price_l1 price_l2 --byobs
</hansl>
Allin