On Mon, 24 May 2004 12:00:46 +0200 [EMAIL PROTECTED] wrote: > Working - among other things- in the field of (short & long term) electricity > forecast, * * * > we have to comply with the Tramo-seats closed-source procedure (http://www.bde.es/informes/be/docs/dt0014e.pdf) > to deal with seasonality of electricity monthly time-series, in line with > the methodology officially adopted by our National Bureau of Statistics.
> Searching in R-help mailing list I didn't find anything about a tramo-seats > R version. As a former forecaster of electric and water consumption, I too have been down the SAS and SPSS road. I don't know of an R interface to Tramo-seats, but the open-source econometric language GRETL supports Tramo-seats and is designed to interchange data with R. GRETL was developed by Professor Alin Cottrell of Wake Forest University based on Professor Ramu Ramanathan's ESL source code. Tramo Seats may be installed to work with GRETL. GRETL (Gnu Regression, Econometrics and Time-series Library) http://gretl.sourceforge.net/ [GRETL] is a cross-platform software package for econometric analysis, written in the C programming language. It is is free software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation. * * * Easy intuitive interface (now in French, Italian and Spanish as well as English) or if you prefer http://gretl.sourceforge.net/gretl_italiano.html [GRETL] � un pacchetto software multi-piattaforma per l'analisi econometrica, scritto in linguaggio C. � software libero: � possibile redistribuirlo e/o modificarlo secondo i termini della Licenza Pubblica Generica GNU (GPL) pubblicata dalla Free Software Foundation. GRETL and GNU R http://gretl.sourceforge.net/gretl_and_R.html >From gretl, you can save the current data set in a format suitable for analysis using R; you also have the option ("Start GNU R" under gretl's Utilities menu) of launching an R session with the current gretl data set automatically loaded into R's workspace. GRETL and Tramo Seats http://gretl.sourceforge.net/tramo/tramo-seats.html TRAMO stands for "Time series Regression with ARIMA noise, Missing values and Outliers" and SEATS for "Signal Extraction in ARIMA Time Series". These programs (which are commonly used together) were developed by Victor G�mez and Agust�n Maravall at the Bank of Spain. The home page for these programs is at www.bde.es. To quote the description given there, "The programs are fundamentally aimed at monthly or lower frequency time series. Although structured to meet the needs of an expert analyst, they can be reliably used in an entirely automatic manner. The main applications are forecasting, seasonal adjustment, trend-cycle estimation, construction of composite leading indicators, interpolation, detection and correction of outliers, estimation of special effects, and quality control of data." and just for good measure... GRETL and X12 http://gretl.sourceforge.net/x12a/x12a.html X-12-ARIMA is the program currently used by the U.S. Census Bureau for seasonal adjustment. > Working - among other things- in the field of (short & long term) electricity > forecast, we are now using too many & too expensive pieces of licensed > software: SAS, SPSS, EViews. This "sedimentation" is due to the fact that > my predecessors in the past used different consultant companies to manage > each procedure. > Having attended the useR2004! Conference with the aim of assessing if R > ALONE could "glue" all those fragmented and isolated procedures, I'm almost > convinced now that YES it could do the job! > Now - to start with - a first problem to solve: > we have to comply with the Tramo-seats closed-source procedure ( http://www.bde.es/informes/be/docs/dt0014e.pdf) > to deal with seasonality of electricity monthly time-series, in line with > the methodology officially adopted by our National Bureau of Statistics. > Searching in R-help mailing list I didn't find anything about a tramo-seats > R version. Jim Callahan Management, Budget & Accounting City of Orlando (407) 246-3039 office (407) 234-3744 cell phone [[alternative HTML version deleted]] ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
