TRAMO (Gómez y Maravall, 1996) is a program for estimation, forecasting, and interpolation of regression models with missing values

Missing values

In statistics, missing data, or missing values, occur when no data value is stored for the variable in the current observation. Missing data are a common occurrence and can have a significant effect on the conclusions that can be drawn from the data....

 and ARIMA

Arima

The Royal Borough of Arima is the fourth largest town in Trinidad and Tobago. Located east of the capital, Port of Spain, Arima supports the only organised indigenous community in the country, the Santa Rosa Carib Community and is the seat of the Carib Queen...

 errors, in the presence of possibly several types of outliers (no restriction is imposed on the location of the missing observations in the series). The program can be run in an entirely automatic manner. TRAMO can be run from inside gretl

Gretl

gretl is an open-source statistical package, mainly for econometrics. The name is an acronym for Gnu Regression, Econometrics and Time-series Library. It has a graphical user interface and can be used together with X-12-ARIMA, TRAMO/SEATS, R, Octave, and Ox. It is written in C, uses GTK as widget...

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TRAMO/SEATS page at the Bank of Spain