[R] seasonal time serie with missing values

John C Frain frainj at gmail.com
Tue Nov 27 17:20:20 CET 2007


The TRAMO/SEATS suite of programs can interpolate missing values in
seasonal time series.  A stand alone version of the software and
various papers are available from
http://www.bde.es/servicio/software/softwaree.htm.  TRAMO/SEATS is
integrated into the econometric package GRETL which interfaces well
with R.  (I do not know if you can use the interpolation routines in
TRAMO/SEATS from within GRETL but it may be worth trying.
You may also be able to call TRAMO/SEATS from within R.

Best Regards

John Frain.

On 27/11/2007, CCordeiro <cmhcordei at gmail.com> wrote:
>
> Hi
> I am interested in this issue also. I have some papers concerning this and
> if you want it let me know.
>
> Best regards,
> Clara Cordeiro
>
>
> Joao Santos wrote:
> >
> > Hello All,
> >
> > I trying to find some way to fill in missing values in a seasonal time
> > series. All the function that I find until now, don't have any reference
> > to seasonal data and the output is very different of what I looking for.
> > I also searched the forum but this problem don't have many information or
> > people asking.
> >
> > Could someone indicate some links or packages related to this question?
> >
> >
> > Thanks in advance,
> >
> > João Santos
> >
> >
> >
>
> --
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>
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-- 
John C Frain
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj at tcd.ie
mailto:frainj at gmail.com



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