seasonal adjustment of time series
Francesco Potortì
Potorti at isti.cnr.it
Thu Dec 4 01:46:05 CST 2008
>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:
<http://octave.sourceforge.net/doc>
I think you can find what you want, possibly as part of a separate package.
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