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description=STAMP is a computer package designed to model and forecast time series, 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, then using them to make forecasts.;

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stamp software about stamp changelog documentation history literature order stamp authors time series lab stamp structural time series analyser modeller and predictor stamp stamp is a statistical econometric software system for time series models with unobserved components such as trend seasonal cycle and irregular it provides a user friendly environment for the analysis modelling and forecasting of time series estimation and signal extraction is carried out using state space methods and kalman filtering however stamp is set up in an easy to use form which enables the user to concentrate on model selection and interpretation stamp 8 30 is an integrated part of the oxmetrics modular software system for data analysis with excellent data manipulation and batch facilities the full name of stamp is s tructural t ime s eries a nalyser m odeller and p redictor 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 such models find application in many subjects including economics finance sociology management science biology geography meteorology and engineering stamp bridges the gap between the theory and its application providing the necessary tool to make interactive structural time series modelling available for empirical work another such tool is ssfpack which provides more general procedures for the programming interface ox time series lab find the signal in your time series time series lab time series lab represents a family of software programs designed to model and forecast time series time series lab programs are standalone installers and do not require additional software to be installed time series lab can be downloaded from https www timeserieslab com currently there are three time series lab programs that can be downloaded for free state space edition dynamic score edition sport statistics edition additional modules are under construction and will be made commercially available in 2022 the time series lab state space edition uses the same computing engine that stamp does namely ssfpack ssfpack is a set of c routines for carrying out computations involving the statistical analysis of time series models in state space form the extremely efficient state space algorithms result in fast optimisation times even for large systems when working with large datasets the optimised algorithms are an important asset in keeping estimation times as low as possible stamp and time series lab features topic stamp time series lab univariate analysis sequentially univariate analysis coming soon development in progress multivariate analysis development in progress free download standalone program fast algorithms in c number of seasonal components 1 3 number of cycle components 3 3 model forecast comparison please contact us at info timeserieslab com if you have additional questions about stamp or time series lab features stamp authors professor s j koopman siem jan koopman is professor of econometrics at the department of econometrics and data science vrije universiteit amsterdam he is also a research fellow at tinbergen institute and a long term visiting professor at creates university of aarhus he held positions at london school of economics and center tilburg university and had long term visits at us bureau of the census european university institute and european central bank financial research academic website professor a c harvey andrew harvey is emeritus professor of econometrics in the faculty of economics and politics university of cambridge he was professor of econometrics at the london school of economics before coming to cambridge in 1996 his most recent book is a monograph entitled dynamic models for volatility and heavy tails andrew harvey is also a fellow of the econometric society and a fellow of the british academy academic website r lit phd rutger lit is a research fellow at the vrije universiteit amsterdam and has a phd in econometrics specialising in time series analysis in 2017 he founded nlitn a company offering consultancy services it also offers full data solution packages to meet the data analysis needs of clients for example the time series lab software series short bio jurgen a doornik phd is a research fellow of nuffield college oxford uk he is the main developer of oxmetrics the originator of ox an object oriented matrix programming language and author with david f hendry of pcgive and pcfiml website copyright 1995 2021 stamp all rights reserved privacy policy