Re: [Gretl-users] TRAMO in Gretl: two qustions
El Monday 27 April 2009 17:52:52 yinung at Gmail escribió:
Dear all
After digging, I found my problem seems from incorrect path under Windows
environment. But I am not sure where the error should attribute to.
I test the code one-line by one-line.
It is found that the shell commands failed:
! cd "@tramodir"
so that this line does not work at all
! "@tramo" -i sername -k sername.ser
And the (part of) relevant code was modified as follows:
if WIN32
set shelldir @tramodir\graph\series
! del /Q *.t
# ! cd "@tramodir"
set shelldir @tramodir
! "@tramo" -i sername -k sername.ser
# ! cd "@tramodir"\graph\series
set shelldir @tramodir\graph\series
! echo "ser_adj" > sername.txt
! type "@tramodir\ausentesp" >> sername.txt
! if exist xlin.t. (more +6 xlin.t >> sername.txt) else (more +6
xorigt.t >> sername.txt)
! type "@tramodir\ausentesf" >> sername.txt
append "(a)tramodir\graph\series\sername.txt"
else
....
Now I can get the result:
? QNC_adj = tramolin(QNC)
Generated series QNC_adj (ID 12)
But I am not sure the QNC_adj is correctly created.
If you have a look at the script in the package, you will see the line with
the parameters passed to tramo is:
INPUT RSA=3
You will have to read the Tramo manual to see if this is doing what you want.
The manual says that RSA=3 is the same as applying the parameters:
LAM=-1, INTERP=1, IATIP=1, AIO=2, NOADMISS=1, SEATS=2, INIC=3, IDIF=3.
This basically means that Tramo does an automatic ARIMA identification and
detects and corrects for three types of outliers (additive outliers,
transitory changes and level shifts).
If you wish any other correction you will have to change the line "INPUT
RSA=3".
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es