Re: [Gretl-users] X-12-Arima
Allin
I have had a quick look at the new version and it looks good. Two
small suggestions -
1) The inclusion of the -99999 value makes a bit of a mess of the two
graphs which include the original series. Would it be possible to use
Table B1 (Original series pre-adjusted for outliers and missing
values)
2) Trading day adjustment with the default turned off. This would
enable one to get rid of the trading day warning in the .err file
which occurs when adjusting the teste data.
Would it be worthwhile to present the .err file in a third window?
Best Regards
John
On 12 September 2010 17:33, Allin Cottrell <cottrell(a)wfu.edu> wrote:
On Sat, 11 Sep 2010, John C Frain wrote:
> I can complete the analysis with the following amended spec.
>
> series{
> ...
> }
> transform{function=auto}
> outlier{}
> regression{variables=(const, td)}
> automdl{}
> x11{ save=( d11 ) }
>
> Here the spec transform{function=auto} selects levels or
> log transformation on the basis of AICC... I have also chosen to
> include trading day adjustment and adjustment for outliers in
> the model...
>
> Is it possible to have an interface to X12-Arima similar to that
> for a TRAMO/SEATS adjustment?
This is now done, to an extent, in CVS/snapshots. I've added two
controls to the X-12-ARIMA dialog: a check box that controls
whether or not "outlier{}" is added to the .spc file, and a
three-way radio-button choice between use logs, don't use logs and
automatic, to govern the "transform{}" function.
Allin
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John C Frain
Economics Department
Trinity College Dublin
Dublin 2
Ireland
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