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Statistical and Econometrics Software: TRAMO and SEATS

Agustín Maravall, Victor Gómez and Gianluca Caporello

Statistical and Econometrics Software from Banco de España

Abstract: This is a series of tools for the statistical analysis of time series. They comprise the versions of the programs TRAMO (Time series Regression with ARIMA noise, Missing values and Outliers) and SEATS (Signal Extraction in ARIMA Time Series), by Gómez and Maravall (1996), TERROR (TRAMO for Errors) and TSW, a Windows-based version of TRAMO-SEATS with certain modifications and add-ons developed by G. Caporello and A. Maravall at the Banco de España. Various interfaces are also available. The programs are fundamentally aimed at monthly or lower frequency time series analysis. Although structured to meet the needs of an expert analyst, they can be reliably used in an entirely automatic manner on very large sets of time series. The main applications are forecasting, seasonal adjustment, trend and cycle estimation, interpolation, detection and correction of outliers, estimation of calendar and other special effects, and error detection in data.

Keywords: time series; statistical analysis; forecasting; seasonal adjustment; series temporales; análisis estadístico; predicción; ajuste estacional (search for similar items in EconPapers)
JEL-codes: C22 C87 (search for similar items in EconPapers)
Date: 1996, Revised 2015
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