You might consider using DEMETRA ( http://forum.europa.eu.int/irc/dsis/eurosam/info/data/demetra.htm). DEMETRA is a form of front end on X12 and TRAMO/SEATS which apllows one to handle large numbers of series. You might also consider using the the original X12 and TRAMO/SEATS programmes which can also be set up to batch adjust large numbers of series. There are various studies of the application of both programs to large number of series available on the quoted site. You could simullate your data in R and seasonally adjust them in DEMETRA.
Alternatively you might see if you can complete your simulations and seasonal adjustment in Gretl (supports both X12 and Tramo/Seats) or Ox console.(X12 only). Best Regards John Frain On 17/02/07, Ingo Büch <[EMAIL PROTECTED]> wrote: > > > Are any seasonal adjustment programs, like Tramo/Seats, Census X12 ARIMA > or Berliner Verfahren implemented in R? I am doing a simulation study and I > don't know how to adjust the series in R. > > The possibility to access external the exe.files of the seasonal > adjustment programs seems to be quite difficult. > > Can anyone help me? > > Thanks, > > Ingo > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- John C Frain Trinity College Dublin Dublin 2 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] [[alternative HTML version deleted]]
______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
