Structural Time Series Analyser, Modeller and Predictor STAMP 7

by Siem Jan Koopman, Andrew C. Harvey, Jurgen A. Doornik

The StAMP book introduces structural time series models and the way in which they can be used to model a wide range of series. STAMP is a menu-driven system designed to model, describe and forecast time series. STAMP is part of the OxMetric family of modelling software. It is based on structural time series models

Paperback

Published January 1, 2006