TRAMO ("Time Series Regression with ARIMA Noise, Missing Observations and Outliers") (Gómez y Maravall, 1996) is a program for estimation, forecasting, and interpolation of regression models with
missing values
In statistics, missing data, or missing values, occur when no data value is stored for the variable in an observation. Missing data are a common occurrence and can have a significant effect on the conclusions that can be drawn from the data.
Mis ...
and
ARIMA
Arima, officially The Royal Chartered Borough of Arima is the easternmost and second largest in area of the three boroughs of Trinidad and Tobago. It is geographically adjacent to Sangre Grande and Arouca at the south central foothills of ...
errors, in the presence of possibly several types of
outliers
In statistics, an outlier is a data point that differs significantly from other observations. An outlier may be due to a variability in the measurement, an indication of novel data, or it may be the result of experimental error; the latter are ...
(no restriction is imposed on the location of the missing observations in the series). The program can be run in an entirely automatic manner.
External links
TRAMO/SEATS page at the Bank of Spain
Time series software
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