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Item Details
Title: STRUCTURAL TIME SERIES ANALYSER, MODELLER AND PREDICTOR
STAMP 5.0
By: Siem Jan Koopman, Andrew C. Harvey, Jurgen A. Doornik
Format: Paperback

List price: £40.99


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ISBN 10: 0412722305
ISBN 13: 9780412722301
Publisher: CENGAGE LEARNING EMEA
Pub. date: 1 September, 1991
Pages: 408
Description: An introduction to STAMP, including the installation procedure, tutorials on structural time series modelling, statistical output, and STAMP manuals.
Synopsis: Stamp is a package designed to model and forecast time series. It is based on structural time series models. These models use advanced techniques, such as Kalman filtering, but are set up so as to be 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 and using them to make forecast. The major innovation in this new release of Stamp is the ability to estimate and forecast with multivariate models. These models may include explanatory variables as well as stochastic trend, seasonal and cyclical components. It is possible to formulate models with common trends and co-integration.
Illustrations: references, indexes
Publication: UK
Imprint: Cengage Learning EMEA
Returns: Non-returnable
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