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Time series data

When the DOS versions of TRAMO and SEATS are installed, they each contain a directory (EXAMPLES) with a set of 20 examples that illustrate different input configurations. Additional examples can be found in this web page.

Two (large) sets of time series are provided. One contains 25000 simulated series that follow 50 different ARIMA models, for levels and exponents. The other one contain approximately 16000 real time series, covering a wide range of subjects and of countries. These two sets have been intensively used for testing the programs and control their evolution (e.g. setting critical values).

Additionally, series used in some of the papers, included in the ones in the Papers on methodology and application of programs web page and series randomly selected (from the most part) from courses are also contained in Examples.