Re: [Gretl-users] X-12-Arima
Allin
I have attached a pdf file which, I hope, clarifies my proposals for
the gretl x12arima interface. Basically there are three proposals
1. An amendment to the graphics output of the x12arima interface in
gretl to improve
these graphs when there are missing values.
2. A greater emphasis on the .err le to ensure that the user is
aquainted with possible
problems in the seasonal adjustment process.
3. The inclusion of a trading day option in the gretl interface to x12arima.
test.gdt contains the data used to illustrate the points that I have
made. The interface will then cover the main facilities required in
an automatic x12arima analysis. If particular series require further
analysis one can make direct use of the x12a program or use one of the
spwcialised interfaces such as Demetra
(http://circa.europa.eu/irc/dsis/eurosam/info/data/demetra.htm)
Best regards
John
On 13 September 2010 19:39, Allin Cottrell <cottrell(a)wfu.edu> wrote:
On Mon, 13 Sep 2010, John C Frain wrote:
> 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)
Sorry, not sure what graphs you mean. I'm not seeing any -99999s
in the graphs that gretl produces.
> 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.
Is that warning a problem?
> Would it be worthwhile to present the .err file in a third window?
We show the .err file when x12a fails to produce the goods. Do you
think we need it otherwise?
Allin
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John C Frain
Economics Department
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj@tcd.ie
mailto:frainj@gmail.com
Attachments:
- teste.gdt (application/octet-stream — 4.5 KB)
- x12arima.pdf (application/pdf — 98.4 KB)