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,
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