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 ...