Dear All, greetings from Paris !
I am currently using the seasonal adjustment facilities in Gretl, either
the tramo or X12 Arima analyses directly or throught the arima
modelling tool (using X12 option). However, it seems that both X12 and
tramo parameters are set to default values and cannot be modified via
the gretl interface. Is it the case, and could it be done, maybe via the
programs themselves ?
Thanx in advance for your kind response.
For those of you interested in seasonal adjustment, let me share an
interesting finding: the DEMETRA facility. This is a seasonal adjustment
software developped by Eurostat for the community, it is available free
of charge at the following link:
http://forum.europa.eu.int/Public/irc/dsis/eurosam/library?l=/software/de...
presentation of the project here:
http://forum.europa.eu.int/irc/dsis/eurosam/info/data/demetra.htm
A final note, the software implements both tramo-seats and x12 arima in
a transparent and extensive way and can manage large projects. It
proposes many diagnosis tools and information on the two methodologies,
originating from the work of the informal working group on seasonal
adjustment in eurostat. DEMETRA allows and is design to implement and
compare both methods.
sincerely, and continue the wonderful job !
Franck
Franck
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Franck Nadaud
CIRED
Centre International de Recherche sur l'environnement et le Développement
CNRS EHESS UMR 8568
Campus du Jardin Tropical de Paris
45 bis avenue de la Belle Gabrielle
94736 Nogent sur Marne Cedex
Tél : 01 43 94 73 94 (ligne directe)
FAX : 01 43 94 73 70