Re: [R] TRAMO-SEATS confusion?

From: Spencer Graves <>
Date: Mon 17 Oct 2005 - 02:44:24 EST

LICENSING AND OWNERSHIP           CRAN wants the source code for any contributed package, both for security reasons (protection against viruses) and for consistency wiht the GNU license, which requires distributors of software using GNU software to extend the GNU restrictions to their derivative software. I'm not an attorney, but it is my understanding that anyone contribiting a package to interface with TRAMO-SEATS would have to submit their source code, but not that for TRAMO-SEATS. The user would be required to install separately TRAMO-SEATS.

WOULD ANYONE BE INTERESTED IN AN R DISTRIBUTION?        I don't know this software, but time series analysis is an important topic, and I'd be shocked if no one else would be interested.   An interface would make it easier for (a) users of TRAMO-SEATS to migrate into R and (b) R users to explore the capabilities of TRAMO-SEATS.

       spencer graves
p.s. Sundar Dorai-Raj and I are planning to develop a package to accompany Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley). As part of this effort, we plan to invite people to send us R code for how they would reproduce various analyses in that book. Submissions would become part of the "FinTS" package, and might further contribute to comparisons of alternative R packages for time series.

Allin Cottrell wrote:
> 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 
>> 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.
> Allin Cottrell
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Spencer Graves, PhD
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Received on Mon Oct 17 02:49:24 2005

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