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OxMetrics - STAMP
Contents What is STAMP (by Siem Jan Koopman, Andrew C. Harvey, Jurgen A. Doornik and Neil Shephard)? STAMPtm is a package designed to model and forecast time series, based on structural time seriesmodels. These models use advanced techniques, such as Kalman filtering, but are set up so as tobe easy to use -- at the most basic level all that is required is some appreciation of the concepts of trend, seasonal and irregular. The hard work is done by the program, leaving the user free to concentrate on formulating models, then using them to make forecasts. Structural time series modelling can be applied to a variety of problems in time series. Macro-economic time series like gross national production, inflation and consumption can be handledeffectively, but also financial time series, like interest rates and stock market volatility, can be modelled using STAMP. Further, STAMP is used for modelling and forecasting time series in medicine, biology, engineering, marketing and in many other areas. Structural time series modelling can be applied to a variety of problems in time series. Macro-economic time series like gross national production, inflation and consumption can be handled effectively, but also financial time series like interest rates and stock market volatility can be modelled using STAMP. 6.0. Further, STAMP is used for modelling and forecasting time series in medicine, biology, engineering, marketing and in many other areas. The picture below shows the data, fitted values, forecasts and residuals The description of STAMP features are described in www.stamp-software.com. To return to our Web,press BACK in your browser toolbar or use the Timberlake Consultants side frame. Click here for details on the STAMP book To support our PcGive users we offer the following services
Contact our Professional Services department to discuss your requirements Current version - 6.02 - contact us for an upgrade or download here Operating System - Windows NT/2000, 95/98/ME/XP top This STAMP Web is Copyright of Timberlake Consultants Limited and Siem Jan Koopman |
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