[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
More information about the R-help
mailing list