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#1 Seasonal adjustment

open
nobody
2
2005-05-13
2005-05-11
MannyCRO
No

I have a request regarding seasonal adjustment. In future
relase you could add new module for seasonal
adjustment ( besides adding seasonal dummies ). This
is a very helpful procedure and it is frequently used in
econometric modelling.
This procedure is, for example, implemented in Gretl (
which is already on SourceForge ) but it would be better
if you could add it in JMulTi. This will save time and
improve analisys.
Thank you.
Best wishes,
Manny

Discussion

  • MannyCRO
    MannyCRO
    2005-05-11

    • assigned_to: nobody --> abenkwitz
     
  • MannyCRO
    MannyCRO
    2005-05-11

    • priority: 5 --> 9
     
    • milestone: 478592 -->
     
    • priority: 9 --> 5
    • assigned_to: abenkwitz --> nobody
     
  • Logged In: YES
    user_id=851970

    implementation:
    would be relatively easy to implement if the programs
    X12 ARIMA and TramoSeats are called from Java.
    Java GUI component must be designed with a reasonable
    set of options for each method. Data and spec files are
    generated
    in a temporary directory, results read back to Java from
    output files.
    Implementation in JMulTi, not on framework level (JStatCom).
    As option in TSSel (right mouse menu). An instance of
    TSActionTypes
    must be added for this.

    to check:
    can x12, trm be shipped with JMulTi (License), howto deploy

    evaluation:
    free alternatives exist (direct use on console or e.g.
    DEMETRA GUI), seasonal adjustment could be done prior to
    analysis with JMulTi with one of them

    nice to have, but not top-priority

     
    • priority: 5 --> 2