[RsR] Seasonal adjustment; What's a good `blackbox' robust lm() function?

Valentin Todorov v@|ent|n@to @end|ng |rom gm@||@com
Mon Jun 9 22:12:25 CEST 2008


>
>
> > There is no support for x12arima or Tramo/Seats in R. I am doing a
>
> Check out:
>
> http://finzi.psych.upenn.edu/R/Rhelp02a/archive/40254.html
>
>
Hi Gabor,
I see often this posting cited, whenever the question about using X12 from
within R arises, and every time I go to sourceforge to read if there is
something new. But what I find is:

1)  One can run R from within Gretl because:"*gretl* is designed as a very
user-friendly econometrics package. While it is also reasonably
sophisticated, it lacks some of the specialized statistical methods that a
working econometrician might desire..... From gretl, you can save the
current data set in a format suitable for analysis using R ...".

2) There is X12 support in Gretl in the sense that  X12 is __distributed__
with Gretl. Further, one can select a variable from his Gretl data set and
run X12 on it.The results will be saved into the current Gretl data set.

I see the link as follows:

                     R <---| Gretl |---> X12

and what is asked for is R ---> X12, i.e. something like

       data(mydata)
       library(X12)
       X12:::doSomething(mydata)

I would very much appreciate if somebody can explain me how can I perform
X12 analysis on my R data set? Has somebody considered 'packaging' X12 in R?

Best regards,
Valentin

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