NBB Libraries for Time Series Analysis.

WARNING

 The libraries and the applications presented on this site are currently only prototypes. Some parts are still incomplete or have not yet been systematically tested. So they should be used with caution.

 However we think that they already provide useful solutions and that their diffusion is the best way to improve them.

 If the final goal is to get a fully compatible implementation, our current TRAMO-SEATS module does not necessary always provide the same results than the original program of Gomez-Maravall-Caporello (http:\\www.bde.es).

 The same remark is true for our implementation of the X-11 algorithm of the US-Bureau of the Census (http://www.census.gov), which is based on the description of Dominque Ladiray (INSEE) and Benoit Quenneville (Statistics Canada).

 The documentation is in an embryonic state. Further information will be provided in the near future.

 

 Acknowledgements

Some parts of the libraries presented on this site would not have been possible without the support of A. Maravall and G.L. Caporello, and, indirectly, of the Bank of Spain. The fine solutions developed in the original Tramo-Seats program have been a great inspiration to us.

Site Map

The NbbTramoSeats.doc document contains some elementary examples on the tramo seats model use (more informations later).

 

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