El 29/04/15 a las 17:38, Allin Cottrell escribió:
On Wed, 29 Apr 2015, Ignacio Diaz-Emparanza wrote:
> 1- open a quarterly/monthly series
> 2- select a variable and go to /Variable/Tramo analysis
> 3- remove the tickmark on "Standard automatic analysis" (if you leave
> this tickmark all is ok)
> 4- you may leave the default on "Time series model plus seasonal
> adjustment" (TRAMO+SEATS) or select "Time series model only" (TRAMO
> Please have a look at "Transformations" tab, the option
> (with respect to log/no log transformation) is selected by default.
> 5- click on OK and gretl transfer the info to TRAMO/SEATS and run the
> external program
> The TRAMO/SEATS window output shows a list of the parameters received
> from gretl. You will see the parameter LAM=1 (no logs) instead of
> LAM=-1 (automatic).
Thanks, Ignacio. Actually gretl was not setting LAM=1. Rather, when
the "automatic" level/log option was chosen (LAM=-1), gretl was not
sending any LAM value to TRAMO. That's because I read the TRAMO doc as
saying that the automatic option was the default. However, it seems
that doesn't apply if the "Standard automatic analysis" is deselected.
So now in CVS we always send the selected LAM value explicitly.
Thank you, Allin.
When you have time and if it is not excesively time-consuming, it would
be good to add an option for importing the "Linear series" from
TRAMO/SEATS results. This is the series with outlier and missing values
corrected. (We could then consider 'Tramolin' package deprecated).
Departamento de Economía Aplicada III (Econometría y Estadística)
Universidad del País Vasco, UPV/EHU
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