TRAMO and SEATS are linked programs developed by Victor Gomez
and Agustin Maravall to seasonally adjustment time series using
ARIMA model-based signal extraction techniques. We will evaluate
the performance of TRAMO/SEATS on a large sample of simulated
economic time series, including series with a large irregular
component, series with complex trends, and short series. We will
use a version of X-12-ARIMA that has access to the SEATS algorithm.
This will allow us to compute similar diagnostics for both programs
— including sliding spans and revision diagnostics — so
we can compare adjustments between the two programs.
seasonal adjustment, regression models with ARIMA noise,
(2) James D. Ashley is currently Mathematical Statistican, U. S. Postal Service.
David F. Findley was the Senior Mathematical Statistican for Time Series
and is now retired from the U. S. Census Bureau.
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