[Gretl-users] tramo-seats and x12 arima in gretl, a question

[etpdihei at ehu.es]

> Dear All, greetings from Paris !
> 
> I am currently using the seasonal adjustment facilities in Gretl, 
either 
> the tramo  or X12 Arima analyses directly or throught the arima 
> modelling tool (using X12 option). However, it seems that both X12 
and 
> tramo parameters are set to default values and cannot be modified 
via 
> the gretl interface. Is it the case, and could it be done, maybe via 
the 
> programs themselves ?
> ...

The gretl--X12 plugin uses the default Arima-X12 values. The tramo-
seats plugin allows to assign a small subset of the tramo-seats 
parameters: those related to outlier detection and the ARIMA 
specification. It would bee good to enlarge the amount of parameters 
that gretl can assign, but I suppose it is a hard and a bit tedious 
work to try with all of them. Tell Allin and Jack if you are 
interested in some particular parameters.
 
I also think it would be interesting to have a way to recover, for 
example, the outlier corrected series or the residual series.