Statistical and Econometrics Software: TRAMO and SEATS
Agustı́n Maravall, Vı́ctor Gómez, Gianluca Caporello · RePEc: Research Papers in Economics · 2015
This is a series of tools for the statistical analysis of time series. They comprise the versions of the programs TRAMO (Time series Regression with ARIMA noise, Missing values and Outliers) and SEATS (Signal Extraction in ARIMA Time Series), by Gómez and Maravall (1996), TERROR (TRAMO for Errors) and TSW, a Windows-based version of TRAMO-SEATS with certain modifications and add-ons developed by G. Caporello and A. Maravall at the Banco de España. Various interfaces are also available. The programs are fundamentally aimed at monthly or lower frequency time series analysis. Although structured to meet the needs of an expert analyst, they can be reliably used in an entirely automatic manner on very large sets of time series. The main applications are forecasting, seasonal adjustment, trend and cycle estimation, interpolation, detection and correction of outliers, estimation of calendar and other special effects, and error detection in data.