Bug#772588: RFP: x-13arima-seats -- Seasonal adjustment software for modelling time series
Package: wnpp
Severity: wishlist
* Package name : x-13arima-seats
Version : 1.1-9
Upstream Author : U.S. Government <x12@census.gov>
* URL : http://www.census.gov/srd/www/x13as
* License : Public Domain
Programming Lang: Fortran 77
Description : Seasonal adjustment software for modelling time series
X-13ARIMA-SEATS is a seasonal adjustment software produced, distributed,
and maintained by the U.S. Census Bureau.
Features include:
* Extensive time series modeling and model selection capabilities for linear
regression models with ARIMA errors (regARIMA models)
* The capability to generate ARIMA model-based seasonal adjustment
using a version of the SEATS procedure originally developed by
Victor Gómez and Agustín Maravall at the Bank of Spain as well
as nonparametric adjustments from the X-11 procedure
* Diagnostics of the quality and stability of the adjustments achieved under
the options selected
* The ability to efficiently process many series at once.
--
Further information
This kind of seasonal adjustment software is used by a number of
statistical agencies throughout the world to provide public with
seasonally adjusted data. It could be of interest to researchers working
in domains of economics or statistics and thus could be part of Debian
Science.
Console-based version of this software has no further dependencies.
There is also a package for R providing interface to X13 from within R.
If nobody's willing, I would be interested to try packaging it for
Debian and would need a sponsor.
Reply to: