[R] X-12-ARIMA

Dirk Eddelbuettel edd at debian.org
Wed Jun 9 17:08:33 CEST 2004


On Wed, Jun 09, 2004 at 10:41:58AM -0400, Paul Gilbert wrote:
> (subject changed from "[R] a doubt" )
> 
> The fortran source code for X-12-ARIMA seems to be available at 
> <http://www.census.gov/srd/www/x12a/x12down_unix.html>. Incorporating 
> this into a standard R package would be a much better approach than 
> trying to hack an OS specific version with system calls to a .exe file. 
> I expect there will be a fair amount of work in either case, and I don't 
> have time to look at it now. If anyone wants to do the real work then I 
> would be interested in using it (but using calls to a .exe would not be 
> very useful to me). The first thing to check would be the license, as I 
> have not looked at it. The next is probably the question of whether the 
> fortran is nicely organized in subroutines without IO, so R can call 
> those and avoid fortran IO problems.

Couldn't agree more.

GNU Gretl, a sleek intro- to intermediate econometrics program, actually has
interfaces to both x12a and tramo-seats, the latter being more of a problem
as it is not available in source from the Bank of Spain. Gretl works on (at
least) Windows, OS X and Linux.  I maintain the Debian package too.

Would be nice if someone looking for a decent code project took Census' x12a
sources and brought the dreadful text-file based interface forward into this
century by linking it to R.

Dirk


> 
> (Perhaps there are R users at the U.S. Census Bureau that would be 
> willing to help?)
> 
> Paul Gilbert
> 
> Mart?nez Ovando Juan Carlos wrote:
> 
> >Hello again,
> >
> >In a previous message I request your help, but I don't have been clear in 
> >my problem. Specifically, I'm trying to create an interface in R for the 
> >X-12-ARIMA and TRAMO SEATS, for the versions that run in MS-DOS. This 
> >problem awake in me the interest for make interfaces to comparing some 
> >Bayesian models for classification that where implemented in MS-DOS to. 
> >The question for you is if you know about the existence of an R function 
> >that allows me to run -in Windows- executable files in MS-DOS from the R 
> >command window. 
> >
> >The function 'dos' in Matlab that I have mention in the previous message 
> >allows to run '.exe' programs for a specific directory.  
> >
> >Many thanks.      
> >
> >Saludos,
> >
> >           Juan Carlos
> >
> > 
> >
> 
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