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Structural Time Series Analyser, Modeller and Predictor: STAMP 8.2.

Abstract:

STAMP™ stands for Structural Time series Analyser, Modeller and Predictor. It is a menu-driven system designed to model, describe and predict time series. It is based on structural time series models. These models are set up in terms of components such as trends, seasonals and cycles, which have a direct interpretation. Estimation is carried out using state space methods and Kalman filtering. STAMP 8.2 for OxMetrics 6 handles time series with missing values. Explanatory variables ...

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Publisher:
Timberlake Consultants Ltd
Place of publication:
London
Publication date:
2009-01-01
Language:
English
UUID:
uuid:6a1ba9af-0d0c-405b-8628-c1d5308c2451
Local pid:
oai:economics.ouls.ox.ac.uk:14756
Deposit date:
2011-08-16

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