Object Reference : Object View and Procedure Reference : Series
Run the external seasonal adjustment program Tramo/Seats using the data in the series.
tramoseats is available for annual, semi-annual, quarterly, and monthly series. The procedure requires at least observations and can adjust up to 600 observations where:
series_name.tramoseats(options) [base_name]
Enter the name of the original series followed by a dot, the keyword, and optionally provide a base name (no more than 20 characters long) to name the saved series. The default base name is the original series name. The saved series will have postfixes appended to the base name.
runtype=arg (default=“ts”)
Tramo/Seats Run Specification: “ts” (run Tramo followed by Seats; the “opt=” options are passed to Tramo, and Seats is run with the input file returned from Tramo), “t” (run only Tramo), “s” (run only Seats).
Specify series to save in workfile: you must use one or more from the following key word list: “hat” (forecasts of original series), “lin” (linearized series from Tramo), “pol” (interpolated series from Tramo), “sa” (seasonally adjusted series from Seats), “trd” (final trend component from Seats), “ir” (final irregular component from Seats), “sf” (final seasonal factor from Seats), “cyc” (final cyclical component from Seats).
To save more than one series, separate the list of key words with a space. Do not use commas within the list of save series.
The special key word “save=*” will save all series in the key word list. The five key words “sa”, “trd”, “ir”, “sf”, “cyc” will be ignored if “runtype=t”.
A space delimited list of input namelist. Do not use commas within the list. The syntax for the input namelist is explained in the.PDF documentation file. See also “Notes”.
A space delimited list for one line of reg namelist. Do not use commas within the list. This option must be used in pairs, either with another “reg=” option or “regname=” option. The reg namelist is available only for Tramo and its syntax is explained in the PDF documentation file. See also “Notes”.
Name of a series or group in the current workfile that contains the exogenous regressors specified in the previous “reg=” option. See “Notes”.
Force the dialog to appear from within a program.
Print the results of the Tramo/Seats procedure.
The command line interface to Tramo/Seats does very little error checking of the command syntax. EViews simply passes on the options you provide “as is” to Tramo/Seats. If the syntax contains an error, you will most likely to see the EViews error message “output file not found”. If you see this error message, check the input files produced by EViews for possible syntax errors as described in “Trouble Shooting”.
Additionally, here are some of the more commonly encountered syntax errors.
To replicate the dialog options from the command line, use the following input options in the “opt=” list. See the PDF documentation file for a description of each option.
1. data frequency: “mq=”.
2. forecast horizon: “npred=” for Tramo and “fh=” for Seats.
3. transformation: “lam=”.
4. ARIMA order search: “inic=” and “idif=”.
5. Easter adjustment: “ieast=”.
6. trading day adjustment: “itrad=”.
7. outlier detection: “iatip=” and “aio=”.
The command option input string list must be space delimited. Do not use commas. Options containing an equals sign should not contain any spaces around the equals; the space will be interpreted as a delimiter by Tramo/Seats.
If you set “rtype=ts”, you are responsible for supplying either “seats=1” or “seats=2” in the “opt=” option list. EViews will issue the error message “Seats.itr not found” if the option is omitted. Note that the dialog option Run Seats after Tramo sets “seats=2”.
Each “reg=” or “regname=” option is passed to the input file as a separate line in the order that they appear in the option argument list. Note that these options must come in pairs. A “reg=” option must be followed by another “reg=” option that specifies the outlier or intervention series or by a “regname=” option that provides the name for an exogenous series or group in the current workfile. See the sample programs in the “./Example Files” directory.
If you specify exogenous regressors with the “reg=” option, you must set the appropriate “ireg=” option (for the total number of exogenous series) in the “opt=” list.
To use the “regname=” option, the preceding “reg=” list must contain the “user=-1” option and the appropriate “ilong=” option. Do not use “user=1” since EViews will always write data in a separate external file. The “ilong=” option must be at least the number of observations in the current workfile sample plus the number of forecasts. The exogenous series should not contain any missing values in this range. Note that Tramo may increase the forecast horizon, in which case the exogenous series is extended by appending zeros at the end.
freeze(tab1) x.tramoseats(runtype=t, opt="lam=-1 iatip=1 aio=2 va=3.3 noadmiss=1 seats=2", save=*) x
replicates the example file EXAMPLE.1 in Tramo. The output file from Tramo is stored in a text object named tab1. This command returns three series named X_HAT, X_LIN, X_POL.
show x.TramoSeats(runtype=t, opt="NPRED=36 LAM=1 IREG=3 INTERP=2 IMEAN=0 P=1 Q=0 D=0", reg="ISEQ=1 DELTA=1.0", reg="61 1", reg="ISEQ=8 DELTAS=1.0", reg="138 5 150 5 162 5 174 5 186 5 198 5 210 5 222 5", reg="ISEQ=8 DELTAS=1.0", reg="143 7 155 7 167 7 179 7 191 7 203 7 215 7 227 7") x
replicates the example file EXAMPLE.2 in Tramo. This command produces an input file containing the lines:
61 1
138 5 150 5 162 5 174 5 186 5 198 5 210 5 222 5
143 7 155 7 167 7 179 7 191 7 203 7 215 7 227 7
Additional examples replicating many of the example files provided by Tramo/Seats can be found in the “./Example Files” directory. You will also find files that compare seasonal adjustments from Census X12 and Tramo/Seats.
See “Tramo/Seats” for discussion. See also the Tramo/Seats documentation that accompanied your EViews distribution.
See Series::seas and Series::x12.