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Introductory notes of TRAMO and SEATS

This set of notes are intended to provided a (still preliminary) informal, and somewhat intuitive introduction to the methodology underlying programs TRAMO and SEATS. More rigorous descriptions and analysis can be found in several of the documents in the Papers having to do with the methodology and application of the programs web page.

It is hoped that the sparse and informal format in which the present Notes are presented may facilitate their use in a TRAMO-SEATS course. In fact, they originated from an early and heterogeneous set of notes on different aspects of the programs that were distributed at several courses given by Víctor Gómez and Agustín Maravall at the (now extinct) Training of European Statisticians Institute in Luxembourg.

The automatic model identification procedure of TRAMO and the complete SEATS program have been adapted and incorporated by the U.S. Bureau of the Census into their new program X13-ARIMA-SEATS. Accordingly, in the USBC web site a considerable number of papers dealing with TRAMO-SEATS can be found, several of which contain methodological refinements.

It should also be mentioned that Eurostat, with the collaboration of the Bank of Belgium, the US Bureau of the Census, the Bank of Spain, and the European Central Bank, is developing an interface of TRAMO-SEATS and X12-ARIMA by the name of JDEMETRA+, reprogrammed in JAVA. At the Eurostat web site it is also possible to find a considerable number of papers relevant to TRAMO-SEATS; of particular interest may be the European Statistical System "ESS Guidelines on Seasonal Adjustment."

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