Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997)

Víctor Gómez and Agustin Maravall ()

Working Papers from Banco de España

Abstract: The present document details, step by step, an efficient and simple way to construct the file input for the programs TRAMO ("Time Series Regression with ARIMA Noise Missing Observations, and Outliers") and SEATS ("Signal Extraction in ARIMA Time Series") for all possible cases and applications. First, we describe a fully automatic procedure where all parameters are set by the program. Then, for a more general use, the case of joint or separate application of the programs is described, as well as the case of a simple series or a large number of them.

Keywords: TIME SERIES; ECONOMETRICS; COMPUTER PROGRAMMES (search for similar items in EconPapers)
JEL-codes: C22 C87 (search for similar items in EconPapers)
Pages: 44 pages
Date: 1998
References: Add references at CitEc
Citations: View citations in EconPapers (7)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bde:wpaper:9805

Access Statistics for this paper

More papers in Working Papers from Banco de España Contact information at EDIRC.
Bibliographic data for series maintained by Ángel Rodríguez. Electronic Dissemination of Information Unit. Research Department. Banco de España ().