Good morning. My name is Dario Hernández, i am using the program TRAMO in gretl and i don't understand how calculate the residual in a missing observation. Can you help me? Best regards, Dario Hernández Master in Statistic National University of Colombia

Thanks for your answer, I would like to know your opinion when you consider the option "skipping approach", due to the fact that the Kalman filter doesn't assign a residual when you have a missing value, however, in the results, TRAMO gives a value of residual for the point where a missing observation is presented, and I would like to know the reason. Best regards, Dario Hernández Master in Statistic National University of Colombia On Fri, Jun 10, 2016 at 6:16 AM, Ignacio Diaz-Emparanza < ignacio.diaz-emparanza(a)ehu.eus&gt; wrote: > A missing observation has not a residual because has not an observation. > Tramo works by assigning a very improbable number (usually -99999) and then > treating this observation as an additive outlier (AO). > > > El 09/06/16 a las 23:33, Manuel Dario Hernandez Bejarano escribió: > > Good morning. >> >> My name is Dario Hernández, i am using the program TRAMO in gretl and i >> don't understand how calculate the residual in a missing observation. Can >> you help me? >> >> Best regards, >> >> >> Dario Hernández >> Master in Statistic >> National University of Colombia >> >> > > -- > Ignacio Díaz-Emparanza > Departamento de Economía Aplicada III (Econometría y Estadística) > Universidad del País Vasco - Euskalherriko Unibertsitatea, UPV/EHU > Tfno: (+34) 94 601 3732 > http://www.ehu.eus/ea3 > > _______________________________________________ > 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

El 10/06/16 a las 21:26, John C Frain escribió: > TRAMO stands for "Time series Regression with ARIMA noise, Missing values > and Outliers". SEATS is "Signal Extraction in ARIMA Time Series". Used as a > seasonal adjustment program TRAMO adjusts a series for missing values and > outliers. It then passes the adjusted series to SEATS which completes the > analysis using the adjusted series. I suspect that you are looking at the > SEATS output which gives residuals relative to the output from TRAMO and > not the original series. There is a lot of additional material on > TRAMO-SEATS at the Bank of Spain web-site > http://www.bde.es/bde/en/secciones/servicios/Profesionales/Programas_esta.... > You can also download various stand-alone versions of the program. > > John C Frain > 3 Aranleigh Park > Rathfarnham > Dublin 14 > Ireland > www.tcd.ie/Economics/staff/frainj/home.html < > http://www.tcd.ie/Economics/staff/frainj/home.html> > mailto:frainj@tcd.ie <mailto:frainj@tcd.ie> > mailto:frainj@gmail.com <mailto:frainj@gmail.com> > > On 10 June 2016 at 17:50, Manuel Dario Hernandez Bejarano < > mdhernandezb(a)unal.edu.co <mailto:mdhernandezb@unal.edu.co>> wrote: > > Thanks for your answer, I would like to know your opinion when you > consider the option "skipping approach", due to the fact that the > Kalman filter doesn't assign a residual when you have a missing > value, however, in the results, TRAMO gives a value of residual > for the point where a missing observation is presented, and I > would like to know the reason. > > > Please, look at TRAMO's manual, they refer to Gomez and Maravall (1994), which you may find here: http://www.bde.es/f/webbde/SES/servicio/software/tramo/epifornsseries.pdf -- Ignacio Díaz-Emparanza Departamento de Economía Aplicada III (Econometría y Estadística) Universidad del País Vasco - Euskalherriko Unibertsitatea, UPV/EHU Tfno: (+34) 94 601 3732 http://www.ehu.eus/ea3 _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users