Re: [R] TRAMO-SEATS confusion?

From: Allin Cottrell <cottrell_at_wfu.edu>
Date: Sun 16 Oct 2005 - 13:06:27 EST

On Sat, 15 Oct 2005, Dirk Eddelbuettel wrote:

> The closest I know to using x12 and/or tramo-seats from somewhat
> saner and more modern software is via Allin Cottrell's gretl (cf
> http://gretl.sf.net). And per my suggestion a few years back,
> Allin even hacked a 'gretl to R' interface [ via mucking with
> ~/.Rprofile which isn't pretty but that is another story ... ]

It's a few years since I concentrated on this, but my recollection is that the authors of TRAMO/SEATS were willing to grant access to the source to me as a developer, but I was not free to redistribute the source. I was, however, able to produce working binaries for Linux and win32.

With both TRAMO/SEATS and X-12-ARIMA, it would be nice to be able to produce a "librified" version (i.e. code that can be called as a library from R or gretl or whatever), but from my point of view the binding constraint is that these programs are written in rather old-fashioned Fortran. I tried, briefly, hacking on the T/S code to relax the fixed-memory constraint of no more than 600 observations, but found I was just breaking stuff so I stopped.

For gretl, I ended up accepting that T/S and X12A would remain as stand-along programs. Gretl takes user input and sets up the command lines for these programs (both of which have rather byzantine command-line options), then parses the output files and feeds the relevant information back home.

If anyone would like to see how I approached this, look at tramo*.c in the "plugin" directory of the gretl code base.

http://cvs1.sourceforge.net/viewcvs.py/gretl/gretl/plugin/

Allin Cottrell



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