[R] TRAMO-SEATS confusion?

Allin Cottrell cottrell at wfu.edu
Sun Oct 16 05:06:27 CEST 2005


On Sat, 15 Oct 2005, Dirk Eddelbuettel wrote:

> The closest I know to using x12 and/or tramo-seats from somewhat 
> saner and more modern software is via Allin Cottrell's gretl (cf 
> http://gretl.sf.net). And per my suggestion a few years back, 
> Allin even hacked a 'gretl to R' interface [ via mucking with 
> ~/.Rprofile which isn't pretty but that is another story ... ]

It's a few years since I concentrated on this, but my recollection 
is that the authors of TRAMO/SEATS were willing to grant access to 
the source to me as a developer, but I was not free to redistribute 
the source.  I was, however, able to produce working binaries for 
Linux and win32.

With both TRAMO/SEATS and X-12-ARIMA, it would be nice to be able to 
produce a "librified" version (i.e. code that can be called as a 
library from R or gretl or whatever), but from my point of view the 
binding constraint is that these programs are written in rather 
old-fashioned Fortran.  I tried, briefly, hacking on the T/S code to 
relax the fixed-memory constraint of no more than 600 observations, 
but found I was just breaking stuff so I stopped.

For gretl, I ended up accepting that T/S and X12A would remain as 
stand-along programs.  Gretl takes user input and sets up the 
command lines for these programs (both of which have rather 
byzantine command-line options), then parses the output files and 
feeds the relevant information back home.

If anyone would like to see how I approached this, look at tramo*.c 
in the "plugin" directory of the gretl code base.

http://cvs1.sourceforge.net/viewcvs.py/gretl/gretl/plugin/

Allin Cottrell




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