Structural time series models are formulated directly in terms of components of interest and also therefore often referred to as unobserved component time series models. The full name of STAMP is Structural Time Series Analyser, Modeller and Predictor. STAMP 8.30 is an integrated part of the OxMetrics modular software system for data analysis with excellent data manipulation and batch facilities. However, STAMP is set up in an easy-to-use form which enables the user to concentrate on model selection and interpretation. Estimation and signal extraction is carried out using state space methods and Kalman filtering. It provides a user-friendly environment for the analysis, modelling and forecasting of time series. STAMP is a statistical / econometric software system for time series models with unobserved components such as trend, seasonal, cycle and irregular.
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