TRAMO stands for "Time series Regression with ARIMA noise, Missing values and Outliers". SEATS is "Signal Extraction in ARIMA Time Series". Used as a seasonal adjustment program TRAMO adjusts a series for missing values and outliers. It then passes the adjusted series to SEATS which completes the analysis using the adjusted series. I suspect that you are looking at the SEATS output which gives residuals relative to the output from TRAMO and not the original series. There is a lot of additional material on TRAMO-SEATS at the Bank of Spain web-site http://www.bde.es/bde/en/secciones/servicios/Profesionales/Programas_estadi/Programas_estad_d9fa7f3710fd821.html. You can also download various stand-alone  versions of the program.

John C Frain
3 Aranleigh Park

On 10 June 2016 at 17:50, Manuel Dario Hernandez Bejarano <mdhernandezb@unal.edu.co> wrote:
Thanks for your answer, I would like to know your opinion when you consider the option "skipping approach", due to the fact that the Kalman filter doesn't assign a residual when you have a missing value, however, in the results, TRAMO gives a value of  residual for the point where a missing observation is presented, and I would like to know the reason.

Best regards,

Dario Hernández
Master in Statistic
National University of Colombia

On Fri, Jun 10, 2016 at 6:16 AM, Ignacio Diaz-Emparanza <ignacio.diaz-emparanza@ehu.eus> wrote:
A missing observation has not a residual because has not an observation. Tramo works by assigning a very improbable number (usually -99999) and then treating this observation as an additive outlier (AO).


El 09/06/16 a las 23:33, Manuel Dario Hernandez Bejarano escribió:

Good morning.

My name is Dario Hernández, i am using the program TRAMO in gretl and i don't understand how calculate the residual in a missing observation. Can you help me?

Best regards,


Dario Hernández
Master in Statistic
National University of Colombia



--
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

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