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PureBytes Links
Trading Reference Links
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Hi G.G. and others ... thanks for the interesting sites
Also ... for those that wrote ... yes it's true that most of the seasonal
adjustment software programs are designed for monthly and quarterly data.
Demetra is unique in that you can use it for daily and weekly time series
data. Enclosed is an email confirming this.
Although X-11 and X-12-ARMIA are in wide spread usage, they demand skillful
and knowledgeable user. The TRAMO/SEATS program, which originated from the
Bank of Spain, is designed for automated use and is more suited for the
ordinary user. Only common statistical terms are used and the Windows and
Excel interfaces are very easy to use.
The screens guide you easily through most decisions
Best regards
Walter
----- Original Message -----
From: "Jens Dosse" <jens.dosse@xxxxxxxxxxxx>
To: "Walter Lake" <wlake@xxxxxxxxx>
Sent: Tuesday, January 25, 2000 4:21 AM
Subject: Re: Interface DEMETRA
Dear Mr. Lake,
Tramo/Seats can handle (seasonally adjust) time series with different
periodicities equal or higher than one. The "periodicity" is the number of
observations per year.
The most common surely are:
1: annual
2: bi-annual
4: quarterly
6: two-monthly
12: monthly
52: weekly
365: daily
However, some pre-corrections like for trading day and Easter effect can
only be performed for quarterly or monthly time series.
Do not hesitate to contact me if you have more questions.
Best regards.
Jens Dossé
Consultant to Eurostat, Luxembourg
Research and Development, Statistical Methods
-------------------------------
mail address:
Planistat Europe
80, rue du Faubourg Saint-Denis
F - 75010 Paris
France
Tel: (+33 1) 53 24 16 90
Fax: (+33 1) 48 00 04 27
E-mail: jde@xxxxxxxxxxxx or jens.dosse@xxxxxxxxxxxx
At 15:00 24/01/00 -0500, you wrote:
>Dear Sir;
>
>Can the TRAMO-SEATS program be used for daily data?
>
>In "Decomposition of Time Series
>Comparing Different Methods in Theory and Practice"
>Björn FISCHER* a
>*Consultant to Eurostat, Bâtiment Jean Monnet C5/27, L - 2920 Luxembourg
>
>on page 23 ... described the periodicity of TRAMO/SEATS as "an integer
>higher than one". I was confused by what exactly he meant by this.
>
>Thanks for your assistance
>
>Walter Lake
>
>
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