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Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997)


  • Víctor Gómez
  • Agustín Maravall


The present document details, step by step, an efficient and simple way to construct the file input for the programs TRAMO ("Time Series Regression with ARIMA Noise Missing Observations, and Outliers") and SEATS ("Signal Extraction in ARIMA Time Series") for all possible cases and applications. First, we describe a fully automatic procedure where all parameters are set by the program. Then, for a more general use, the case of joint or separate application of the programs is described, as well as the case of a simple series or a large number of them.

Suggested Citation

  • Víctor Gómez & Agustín Maravall, 1998. "Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997)," Working Papers 9805, Banco de España;Working Papers Homepage.
  • Handle: RePEc:bde:wpaper:9805

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    Cited by:

    1. Fernández-Durán, J.J., 2014. "Modeling seasonal effects in the Bass Forecasting Diffusion Model," Technological Forecasting and Social Change, Elsevier, vol. 88(C), pages 251-264.
    2. Cuevas Ángel & Quilis Enrique M. & Espasa Antoni, 2015. "Quarterly Regional GDP Flash Estimates by Means of Benchmarking and Chain Linking," Journal of Official Statistics, Sciendo, vol. 31(4), pages 627-647, December.
    3. Maravall, Agustín & Kaiser, Regina, 2000. "An application of tramo-seats: changes in seasonality and current trend-cycle assesment: the german retail trade turnover series," DES - Working Papers. Statistics and Econometrics. WS 10010, Universidad Carlos III de Madrid. Departamento de Estadística.
    4. Anton I. Votinov & Ivan P. Stankevich, 2017. "VAR Approach to Efficiency Evaluation of Fiscal Economy Encouragement Measures," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 127006, Russia, issue 6, pages 64-74, December.
    5. Abdullah Al-Hassan, 2009. "A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle," IMF Working Papers 09/73, International Monetary Fund.

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    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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