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
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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