Re: [Gretl-users] AR(I)MA on hourly data
On Thu, 23 Jul 2009, Oliver Heering wrote:
First of all, thanks for the quick answer! Great support.
You're welcome; and support for high frequency data would be a
nice thing to have in gretl.
Let me just put the X-12-ARIMA and TRAMO/SEATS question in another
way: Ok, monthly and quarterly is possible, daily maybe after
revisiting gretl code. But am I right that both programs cannot handle
hourly values at all? I thought that their seasonal adjustment
algorithms just work for something more aggregated than hourly values.
Correct? I tried to use TSW on a small subset of my data but already
failed on specifying the periods in the data file.
Yes, specifying the periods in the data file is the tricky part!
I would be quite surprised if their seasonal adjustment routines
work for hourly data, but that is said out of gross ignorance on
my part. I can't find an X-12-ARIMA mailing list on which to ask
questions -- it seems there's only an "announce" list -- so I
guess the only option is to search the manual.
Allin Cottrell