Doubt: Seasonal Adjustment by Tramo/Seats

[fmramos]

Hi all!

Once or twice a month I have to apply a seasonal adjustment by Tramo/Seats instead of X12 cause its the official way of some statistics here in Brazil (as in EU). To do this, I used to cope with Demetra software. But its not programmable. X12 is relatively easy to program (and, by the way, EViews help with this duty with its output), but is there a way to have the options I've selected by visual way (menus) in written codes as X12? The objective is to build a .prg file to push series from xls file and apply the desired options in tramo-seats (including a exogenous variable to deal with moving holidays).

Tks in advance,

Fabio

[EViews Glenn]

There is no way to have the dialog create the code, but you should be able to replicate what you do in the dialog using the commands as documented in the command reference.

[fmramos]

Yeah, I'm trying to. Its a bit hard, but I'm getting it. The problem is not EV. Is original Tramo/Seats. It seems tough compared to X12 (and more sophisticated).

Tks a lot, Glenn.

Fabio

[wijjkey]

In the Tramo/Seats method, pre-adjustment is based on a regression model (which allows for outlying observations, public holidays and the weekday structure), and the seasonal adjustment proper on an ARIMA model constructed for the time series. The main principle is that the models used in seasonal adjustments performed during one year are kept fixed but the parameters in them are re-estimated during each calculation round.