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Statistical and Econometrics Software: TRAMO and SEATS


  • Agustín Maravall
  • Victor Gómez
  • Gianluca Caporello

Programming Language


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.

Suggested Citation

  • Agustín Maravall & Victor Gómez & Gianluca Caporello, 1996. "Statistical and Econometrics Software: TRAMO and SEATS," Statistical and Econometrics Software tramoseats, Banco de España, revised 2015.
  • Handle: RePEc:bde:sfware:tramoseats

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    More about this item


    time series; statistical analysis; forecasting; seasonal adjustment; series temporales; análisis estadístico; predicción; ajuste estacional;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software


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