7:16 p.m.
Hello! I need help please! Anyone know how to work with weekly data
ARIMA-X12 is that it only works for me monthly data
8:51 p.m.
X12 -Arima and similar programs cover only monthly and quarterly data. As
there are 52 weeks plus one day in a year, weekly data are not strictly
periodic. Cleveland and Scott (2007), Seasonal Adjustment of Weekly Time
Series with Application to Unemployment Insurance Claims and Steel
Production, Journal of Official Statistics, Vol.23, No.2, 2007. pp. 209-221
deals with the seasonal adjustment of weekly time series.
Best Regards
John Frain.
John C Frain
3 Aranleigh Park
Rathfarnham
Dublin 14
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj@tcd.ie
mailto:frainj@gmail.com
On 22 February 2014 19:16, Salvador Rodriguez
<salvadorestadistic(a)gmail.com>wrote:
Hello! I need help please! Anyone know how to work with weekly data
ARIMA-X12 is that it only works for me monthly data
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
10:53 p.m.
Thanks for taking the time to answer! has clarified the big question I had,
have any recommendations of software which allows to generate a series
arima model for weekly data? ........ thanks again in advance. Greetings.
2014-02-23 14:51 GMT-06:00 John C Frain <frainj(a)gmail.com>:
X12 -Arima and similar programs cover only monthly and quarterly
data. As
there are 52 weeks plus one day in a year, weekly data are not strictly
periodic. Cleveland and Scott (2007), Seasonal Adjustment of Weekly Time
Series with Application to Unemployment Insurance Claims and Steel
Production, Journal of Official Statistics, Vol.23, No.2, 2007. pp. 209-221
deals with the seasonal adjustment of weekly time series.
Best Regards
John Frain.
John C Frain
3 Aranleigh Park
Rathfarnham
Dublin 14
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj@tcd.ie
mailto:frainj@gmail.com
On 22 February 2014 19:16, Salvador Rodriguez <
salvadorestadistic(a)gmail.com> wrote:
> Hello! I need help please! Anyone know how to work with weekly data
> ARIMA-X12 is that it only works for me monthly data
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
10:55 p.m.
New subject: Fwd: question
Thanks for taking the time to answer! has clarified the big question I had,
have any recommendations of software which allows to generate a series
arima model for weekly data? ........ thanks again in advance. Greetings.
---------- Forwarded message ----------
From: Salvador Rodriguez <salvadorestadistic(a)gmail.com>
Date: 2014-02-23 16:53 GMT-06:00
Subject: Re: [Gretl-users] question
To: Gretl list <gretl-users(a)lists.wfu.edu>
Thanks for taking the time to answer! has clarified the big question I had,
have any recommendations of software which allows to generate a series
arima model for weekly data? ........ thanks again in advance. Greetings.
2014-02-23 14:51 GMT-06:00 John C Frain <frainj(a)gmail.com>:
X12 -Arima and similar programs cover only monthly and quarterly data. As
there are 52 weeks plus one day in a year, weekly data are not
strictly
periodic. Cleveland and Scott (2007), Seasonal Adjustment of Weekly Time
Series with Application to Unemployment Insurance Claims and Steel
Production, Journal of Official Statistics, Vol.23, No.2, 2007. pp. 209-221
deals with the seasonal adjustment of weekly time series.
Best Regards
John Frain.
John C Frain
3 Aranleigh Park
Rathfarnham
Dublin 14
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj@tcd.ie
mailto:frainj@gmail.com
On 22 February 2014 19:16, Salvador Rodriguez <
salvadorestadistic(a)gmail.com> wrote:
> Hello! I need help please! Anyone know how to work with weekly data
> ARIMA-X12 is that it only works for me monthly data
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
2:13 a.m.
On Sun, 23 Feb 2014, Salvador Rodriguez wrote:
Thanks for taking the time to answer! has clarified the big question
I had,
have any recommendations of software which allows to generate a series
arima model for weekly data?
There's no problem with estimating an ARIMA model on weekly data in
gretl, and you can even have a "seasonal" component (though
estimation may take a while). It's just that there's no standard
way of carrying out seasonal adjustment of weekly series.
Allin Cottrell
7:51 p.m.
Thank you again! You've helped me a lot! . regards
2014-02-23 20:13 GMT-06:00 Allin Cottrell <cottrell(a)wfu.edu>:
On Sun, 23 Feb 2014, Salvador Rodriguez wrote:
> Thanks for taking the time to answer! has clarified the big question I
had,
> have any recommendations of software which allows to generate a series
> arima model for weekly data?
There's no problem with estimating an ARIMA model on weekly data in
gretl, and you can even have a "seasonal" component (though
estimation may take a while). It's just that there's no standard
way of carrying out seasonal adjustment of weekly series.
Allin Cottrell
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
10:46 a.m.
On 24/02/14 20:51, Salvador Rodriguez wrote:
Thank you again! You've helped me a lot! . regards
Salvador:
there are two package functions in gretl which you may use for testing
seasonal unit roots for weekly data. You may take it from
File->Function files-> On server, and their names are GHegy and
Canova-Hansen
--
Firma Arista
*Ignacio Díaz-Emparanza*
Zuzendaria/Director
ignacio.diaz-emparanza(a)ehu.es <mailto:ignacio.diaz.emparanza@ehu.es>
94 6013732
*EKONOMIA APLIKATUA III SAILA (EKONOMETRIA ETA ESTATISTIKA)/
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU*
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
*T.: +34 946013740* | *F.: +34 946013754*
*www.ea3.ehu.es* <http://www.ea3.ehu.es>
ERNE! Baliteke mezu honen zatiren bat edo mezu osoa legez babestuta
egotea. Mezuak badu bere hartzailea. Okerreko helbidera heldu bada
(helbidea gaizki idatzi, transmisioak huts egin) eman abisu igorleari,
korreo honi erantzunda. Kontuz! Mezua ez bada zuretzat, ez erabili, ez
zabaldu beste inori, ez kopiatu eta ez baliatu.
¡ATENCIÓN! Este mensaje contiene información privilegiada o confidencial
a la que sólo tiene derecho a acceder el destinatario. Si usted lo
recibe por error le agradeceríamos que no hiciera uso de la información
y que se pusiese en contacto con el remitente.
E-mail hau inprimatu baino lehen egiaztatu inprimatzeko beharra.
Antes de imprimir este e-mail piense bien si es necesario hacerlo.
3731
days inactive
3734
days old
6 comments
4 participants
participants (4)
-
Allin Cottrell -
Ignacio Diaz-Emparanza -
John C Frain -
Salvador Rodriguez