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Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996)

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Author Info

  • Victor Gómez
  • Agustín Maravall

Abstract

Brief summaries and user instruction are presented for the programs TRAMO ("Time Series regression with ARIMA Noise, Missing Observations and Outlers") and SEATS ("Signal Extraction in ARIMA Time Series").

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Bibliographic Info

Paper provided by Banco de Espa�a in its series Banco de Espa�a Working Papers with number 9628.

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Length: 122 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:bde:wpaper:9628

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Keywords: ECONOMETRICS; EVALUATION; TIME SERIES;

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Cited by:
  1. Olivier Darné & Amélie Charles, 2011. "Large shocks in U.S. macroeconomic time series: 1860-1988," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), Association Française de Cliométrie (AFC), vol. 5(1), pages 79-100, January.
  2. Aslihan Atabek Demirhan, 2010. "Ramazan Ayinin Uretim Uzerindeki Etkisi," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey 1014, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  3. Ard H.J. den Reijer, 2005. "Forecasting Dutch GDP using Large Scale Factor Models," DNB Working Papers, Netherlands Central Bank, Research Department 028, Netherlands Central Bank, Research Department.
  4. repec:ebl:ecbull:v:3:y:2008:i:60:p:1-9 is not listed on IDEAS
  5. Bušs, Ginters, 2009. "Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach," MPRA Paper 16684, University Library of Munich, Germany.
  6. Burriel, Pablo & de Castro Fernández, Francisco & Garrote, Daniel & Gordo, Esther & Paredes, Joan & Pérez, Javier J., 2009. "Fiscal policy shocks in the euro area and the US: an empirical assessment," Working Paper Series, European Central Bank 1133, European Central Bank.
  7. Fonteny, E., 2006. "La désaisonnalisation des séries d’agrégats monétaires et de crédit à la Banque de France : aspects théoriques et mise en oeuvre," Working papers, Banque de France 147, Banque de France.
  8. Proietti, Tommaso & Riani, Marco, 2007. "Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies," MPRA Paper 7862, University Library of Munich, Germany.
  9. Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti, 2003. "Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle," Computing in Economics and Finance 2003, Society for Computational Economics 242, Society for Computational Economics.
  10. V. Eldon Ball & Carlos San Juan Mesonada & Camilo A. Ulloa, 2011. "Agricultural productivity in the United States: catching-up and the business cycle," Economics Working Papers we1116, Universidad Carlos III, Departamento de Economía.
  11. Carlos Capistrán & Christian Constandse & Manuel Ramos Francia, 2009. "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers, Banco de México 2009-05, Banco de México.
  12. Nucci, Francesco & Pozzolo, Alberto F., 2001. "Investment and the exchange rate: An analysis with firm-level panel data," European Economic Review, Elsevier, Elsevier, vol. 45(2), pages 259-283, February.
  13. Artis, Michael J & Clavel, Jose Garcia & Hoffmann, Mathias & Nachane, Dilip M, 2007. "Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6517, C.E.P.R. Discussion Papers.
  14. Olivier Darne & Laetitia Ripoll-Bresson, 2004. "Exchange rate regime classification and real performances: new empirical evidence," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group 21, Money Macro and Finance Research Group.
  15. Perez, Javier J., 2007. "Leading indicators for euro area government deficits," International Journal of Forecasting, Elsevier, Elsevier, vol. 23(2), pages 259-275.
  16. Olivier Darné & Jean-François Hoarau, 2006. "Testing the purchasing power parity in China," EconomiX Working Papers 2006-18, University of Paris West - Nanterre la Défense, EconomiX.
  17. Rafael Doménech & Víctor Gómez, 2005. "Ciclo económico y desempleo estructural en la economía española," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 29(2), pages 259-288, May.

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