[Gretl-devel] X-12-ARIMA, X-13ARIMA-SEATS and Tramo/Seats suggestions

Henrique Andrade henrique.coelho at gmail.com
Tue Jul 21 11:58:40 EDT 2015


Dear Gretl Team,

I'd started to use more "heavily" seasonal adjustment software here in my
new job. Here we need to replicate adjustments made by official government
agencies, so we can't just "push the buttons".

Because of this I developed a very complex/ugly set of small functions and
scripts to replicate the results of our official statistics agency (IBGE).
My boss is trying to convince me to use R packages but I would like to
avoid this ;-)

Please keep in mind I am trying to think as a average user that doesn't
like to use command line and loves EViews. It is not a personal request - I
already have reached a satisfactory solution for my particular problem ;-)

So my suggestions to improve the Gretl seasonal adjustment are:

(1) I would like to choose between X12 and X13 methods with no need to
change the program paths (under Tools -> Preferences -> General ->
Programs). In the case of command line we could use Y_sa = (Y, X12), Y_sa =
(Y, X13) or Y_sa = (Y, T).

(2) When the user marks the option "Make X-12-ARIMA command file" it would
be very useful that Gretl stores the components just like she does when the
user opts for the option "Execute X-12-ARIMA directly".

(3) It would be great if Gretl generates plots when the option "Generate
graph" was chosen even if the option "Make X-12-ARIMA command file" was
marked.

(4) Insert the option to use a pre-defined spec in the command line.
Something like: series Y_sa = (Y, X,
"C:\Users\henrique\gretl\x12spec.spec"). In that case Gretl will pass the
target variable Y to X12 as the data: <x12command> (...) data = (Y) (...)
</x12command>.

(5) Combine X-12/X13 and Tramo/Seats into one entry in Gretl's menu
(Variable -> Seasonal adjustment -> X12, X13 or Tramo/Seats). Please take a
look at the attached PNG file.

(6) Modify the X12 menu to make it closer to TRAMO/SEATS menu, with options
inside tabs and the possibility to specify the SARIMA(p,d,q,P,D,Q) (the
ARIMA tab).

Best regards,
Henrique Andrade
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