Re: [Gretl-users] tramo-seats and x12 arima in gretl, a question
Dear All, greetings from Paris !
I am currently using the seasonal adjustment facilities in Gretl,
either
the tramo or X12 Arima analyses directly or throught the arima
modelling tool (using X12 option). However, it seems that both X12
and
tramo parameters are set to default values and cannot be modified
via
the gretl interface. Is it the case, and could it be done, maybe via
the
programs themselves ?
...
The gretl--X12 plugin uses the default Arima-X12 values. The tramo-
seats plugin allows to assign a small subset of the tramo-seats
parameters: those related to outlier detection and the ARIMA
specification. It would bee good to enlarge the amount of parameters
that gretl can assign, but I suppose it is a hard and a bit tedious
work to try with all of them. Tell Allin and Jack if you are
interested in some particular parameters.
I also think it would be interesting to have a way to recover, for
example, the outlier corrected series or the residual series.