Programming tramoseats

[Petya]

Hi everyone,

I want to check the stability of the ARIMA parameters of my seasonally adjusted time series created by Tramo/Seats using EViews 7. By doing so, I need to use a for loop in which I would like to change the ARIMA parameters in the input namelist of Tramo/Seats. Sadly, I realized that barely typing the appropriate commands (my ARIMA parameters are in string objects) instead of exact numbers is not the right solution. After noticing that the input namelist is a string, I tried to concatenate strings in the following way:

for !horizon=1 to 8

for !i=0 to !horizon

smpl 1995:1 2012:1 + !horizon

s.tramoseats(runtype=ts, save=sa lin, opt="MQ=4 OUT=1 SEATS=2 LAM=-1 IEAST=-1 IDUR=6 ITRAD=-2 P=" + @str(@mid(s_arima{!i},4,1)) + " D=" + @str(@mid(s_arima{!i},6,1)) +" Q=" + @str(@mid(s_arima{!i},8,1)) +" BP=" + @str(@mid(s_arima{!i},11,1)) +" BD=" + @str(@mid(s_arima{!i},13,1)) +" BQ=" + @str(@mid(s_arima{!i},15,1)) +" IATIP=1 AIO=2 IMVX=1 INCON=0 INIT=0 IREG=1", reg="IUSER=-2 NSER=1 ILONG=85", regname= holiday) s_tramoseats{!horizon}_{!i}

next

This didn't help either. Do you have thus any suggestions regarding substituting parts in the input namelist of Tramo/Seats with references like these?

Thanks for your help, I would really appreciate it!

Cheers,
Petya

[EViews Gareth]

Build up the option string on a previous line, storing it in a string variable, then use the string variable with braces around it on the tramoseats line.

[Petya]

Thanks a lot, this was extremely helpful!

[Petya]

Hey again,

I have an additional question regarding TRAMO/SEATS. I would like to have a look at the estimated spectrum of my time series. According to the Manual pdf file in my EViews7 directory (pp. 90), SEATS produces various arrays in files into the so-called GRAPH directory. Unfortunately I cannot find this directory, and I don't know how to plot (or save) these series apart from the basic ones listed in the Object reference (hat, lin, pol, sa, trd, ir, sf, cyc).

Do you thus have any idea how to plot a spectrum from TRAMO/SEATS in EViews?

Thanks for your response!

Cheers,
Petya

[EViews Gareth]

Click on Options->General Options->File Locations. Then look at the temp path. That's where the GRAPH directory will be.