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), of program 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. 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, construction of leading indicators, interpolation, detection and correction of outliers, estimation of special effects, and quality control of data.
See Description of the Programs
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Several versions of the programs are made available at the Banco de España. Source codes, including UNIX versions, may be requested from the authors.
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(938 KB); ipi_spain.zip
(5 KB);
japon.zip
(2 KB);
large.zip
(784 KB);
others.zip
(11 KB);
quarterly.zip
(2 KB);
sara.zip
(7 KB); taiwan.zip
(1 KB);
turkey.zip
(29 KB);
us_curr.zip
(2 KB) Contact:
For general information, please contact:
For technical information (having to do with TSW, API and macros), contact:
For technical information (having to do with TRAMO-SEATS DOS, algorithms and interfaces), contact:
For methodology related questions, contact:
For computer/programming/interfaces and installation in different platforms, contact: