Re: [Gretl-users] Seasonalize

On Tue, 2 Apr 2013, Peter Toth wrote: Excuse me, but of course there's no function for that, in gretl or in any other software. If you want the original seasonal data you're supposed to keep them. That said, if you deseasonalized by regression on seasonal dummies, and you preserved a record of the coefficients from that regression, then you can get back the original series using those coefficients. For example, <hansl> open data9-7 # form seasonalized series ols QNC const WINTER SPRING SUMMER series QNC_deseas = $coeff[1] + $uhat # record the coefficients matrix dumcoeff = $coeff[2:] # reconstitute the original series list D = WINTER SPRING SUMMER series seasonal = lincomb(D, dumcoeff) series QNC_orig = QNC_deseas + seasonal # check the agreement ols QNC_orig const QNC </hansl> If you used X-12-ARIMA or TRAMO/SEATS to deseasonalize via an ARIMA model it will be more complicated but the principle is the same: you can perform the inverse operation if (and only if) you have a record of the model specification and the parameter estimates used in deseasonalizing. Allin Cottrell