Re: [Gretl-users] X-12-Arima

X12-ARIMA has its own way of dealing with missing values either at the end of the series or in the middle. Even if the missing values are in the middle of the series X12-Arima in Gretl will fail with a similar message. Perhaps it would be better if Gretl just checked for missing values and if it found them issued a message that X!2-ARIMA does not work if there are missing values in the span of the data. While the X12-ARIMA manual states that missing values are not allowed there are ways around this. If the missing value is replaced by -99999 then -99999 may be replaced by a value that is regarded as an outlier and then this may be replace by the appropriate Reg-ARIMA fitted value for the purpose of estimation seasonal factors etc. This may require specific X12ARIMA options to be in effect and running X12-ARIMA outside of Gretl. I would strongly recommend that users of X12-ARIMA become familiar with X12-ARIMA output and check initial runs of the program to ensure that what they are doing is correct. While X12-ARIMA does produce sensible results in the majority of cases there are times when it may not. In such cases you may need to refine the options used. Don't blame the program if you use the wrong options On 9 September 2010 05:01, Henrique Andrade <henrique.coelho(a)gmail.com&gt; wrote: > Thanks a lot Allin! > > 2010/9/9 Allin Cottrell <cottrell(a)wfu.edu&gt; >> >> On Wed, 8 Sep 2010, Henrique Andrade wrote: >> >> > I'm trying to perform a X-12-Arima analysis in a series but I'm getting >> > this >> > error message: >> > >> > ERROR: Multiplicative or log additive seasonal adjustment cannot >> > be performed when preadjustment factors are derived from a >> > regARIMA model for data which have not been log transformed. >> >> Because the current sample range contains missing values. OK, >> we'll pre-adjust the sample. >> >> Allin >> _______________________________________________ >> Gretl-users mailing list >> Gretl-users(a)lists.wfu.edu >> http://lists.wfu.edu/mailman/listinfo/gretl-users > > > > -- > Henrique C. de Andrade > Doutorando em Economia Aplicada > Universidade Federal do Rio Grande do Sul > www.ufrgs.br/ppge > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > -- John C Frain Economics Department Trinity College Dublin Dublin 2 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:frainj@tcd.ie mailto:frainj@gmail.com _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users