Autori
Maravall, Augustin
Gomez, Victor

Titolo
Program TRAMO 'time series regression with Arima noise, missing observations, and outliers'. Instructions for the user
Periodico
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers
Anno: 1994 - Fascicolo: 31 - Pagina iniziale: 1 - Pagina finale: 31

The present document contains a brief summary and the user instructions for the Program Tramo, a program for estimation and forecasting of regression models with nonstationary (Arima) errors. The program also computes optimal interpolators for any possible sequence of missing observations, and identifies and corrects for several types of outliers and special effects (such as trading day and Easter effect). The program contains a facility for automatic model identification. It can, thus, be used for detailed analysis of a few series, or for routine applications to many series (for example, as an efficient preadjustment program in seasonal adjustment).



Testo completo: http://hdl.handle.net/1814/510

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