[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: seasonal adjustment of time series

From: Francesco Potortì
Subject: Re: seasonal adjustment of time series
Date: Thu, 04 Dec 2008 08:46:05 +0100

>I am very interested with the programs written in Octave or Matlab that
>perform seasonal adjustment of time series, especially I would like to know
>is there any Octave program for X-12-ARIMA and Tramo-Seats the well known
>methods of seasonal adjustment. These two methods are nowadays integrated in
>the majority of econometric software like Eviews, Stata, SAS, Gretl....

Have a look at this list of functions:
I think you can find what you want, possibly as part of a separate package.

Francesco Potortì (ricercatore)        Voice: +39 050 315 3058 (op.2111)
ISTI - Area della ricerca CNR          Fax:   +39 050 315 2040
via G. Moruzzi 1, I-56124 Pisa         Email: address@hidden
(entrance 20, 1st floor, room C71)     Web:

reply via email to

[Prev in Thread] Current Thread [Next in Thread]