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TRAMO (Time series Regression with ARIMA noise, Missing observations, and Outliers) and SEATS (Signal Extraction in ARIMA Time Series) are linked programs developed by Victor Gomez and Agustin Maravall to seasonally adjust time series using ARIMA model-based signal extraction techniques. We will evaluate the performance of TRAMO/SEATS on some simulated economic time series, including series with a large irregular component, series with complex trends, and short series.
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