Services

Statistical and Econometrics Software

Several tools for statistical analysis of time series data can be freely downloaded. They consist of new versions of programs TRAMO (Time series Regression with ARIMA noise, Missing values and Outliers) and SEATS (Signal Extraction in ARIMA Time Series), Gómez and Maravall, 1996, TERROR, "TRAMO for Errors", and program TSW, a Windows version of TRAMO-SEATS with some modifications and additions, developed by G. Caporello and A. Maravall at the Banco de España.

The programs are fundamentally aimed at monthly or lower frequency time series analysis.

Although structured to meet the needs of an expert analyst, they can be reliably used in an entirely automatic manner on very large sets of time series.

The main applications are forecasting, seasonal adjustment, trend-cycle estimation, interpolation, detection and correction of outliers, estimation of calendar and other special effects, and error detection in data.

• Programs: DOS version of TRAMO and SEATS, program TSW (Windows version), and program TERROR (TRAMO for ERRORS).
• Examples
• Introductory notes of TRAMO and SEATS.
• API C++ interface, and interfaces with FAME, LINUX, and MATLAB.
• Excel Macros. to generate input files and to help in the management of the output in multiple series applications.
• Several papers having to do with the methodology and application of the programs.