Book icon

Book

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 ...

Expand abstract

Actions


Authors


Publication date:
2009-01-01
URN:
uuid:6a1ba9af-0d0c-405b-8628-c1d5308c2451
Local pid:
oai:economics.ouls.ox.ac.uk:14756
Language:
English

Terms of use


Metrics


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP