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TSTMATLAB

The TSTMATLAB programme described here is a tool written by Victor Gómez to enable the execution of the programmes TRAMO, SEATS (Gómez and Maravall, 1997) and TRACE (Gómez, 2003) in this environment for time series analysis.

TRAMO, SEATS and TRACE are programmes for modelling time series with predictive goals and of estimating non-observable components such as deseasonalized series, cycles and trends. The TSTMATLAB manual available on this page has refers to the TRAMO, SEATS and TRACE programmes.