seasonal adjustment (Tramo-seats) for forecasting
Posted: Tue Feb 26, 2013 9:07 am
Hi there,
I've got a question regaring usage of TRAMO-SEATS in Eviews 7. In order to obtain seasonally adjusted data I use TRAMO-SEATS and exogenous variables in order to get rid of callendar effects, specifying that regression effect should be included in seasonal factor. It works just fine but it seems that forecasts of seasonal component do not contain regression effect of differences in number of trading days (even though I have future values of exogenous variables). Is there any remedy to that kind of problem?
Thx in advance for Your help:)
I've got a question regaring usage of TRAMO-SEATS in Eviews 7. In order to obtain seasonally adjusted data I use TRAMO-SEATS and exogenous variables in order to get rid of callendar effects, specifying that regression effect should be included in seasonal factor. It works just fine but it seems that forecasts of seasonal component do not contain regression effect of differences in number of trading days (even though I have future values of exogenous variables). Is there any remedy to that kind of problem?
Thx in advance for Your help:)