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  developed by G. Caporello and A. Maravall at the Banco de España. Several interfaces are also provided. Please note that, from now on, it is not intended to maintain or develop these versions.

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 and cycle estimation, interpolation, detection and correction of outliers, estimation of calendar and other special effects, and error detection in data.

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