Re: [R] Tramo-seats

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From: Paul Bivand (paul_bivand@blueyonder.co.uk)
Date: Tue 25 May 2004 - 07:07:53 EST


Message-id: <200405242207.54050.paul_bivand@blueyonder.co.uk>

On Monday 24 May 2004 11:00, v.demartino2@virgilio.it wrote:
> 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.
>
> Does anyone know of unofficial R translation of tramo-seats?
> OR What do you suggest?
>
> Vittorio
>
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Not an R response I'm afraid, but have you looked at Demetra
http://forum.europa.eu.int/irc/dsis/eurosam/info/data/demetra.htm which
appears to be an officially sponsored windows-only implementation of
Tramo-seats and X-12 ARIMA.

The licence is not clear from the website, but it looks free as in beer but
probably not open source.

Paul Bivand

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