The STAMP Software for State Space Models

The STAMP Software for State Space Models

This paper reviews the use of STAMP (Structural Time Series Analyser, Modeler and Predictor) for modeling time series data using state-space methods with unobserved components. STAMP is a commercial, GUI-based program that runs on Windows, Linux and Macintosh computers as part of the larger OxMetric...

Full description

Bibliographic Details
Main Author: Roy Mendelssohn
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2011-05-01
Series:Journal of Statistical Software
Subjects:
STAMP
state space methods
unobserved components
Nile river
Pacific high
El Niño
Online Access:http://www.jstatsoft.org/v41/i02/paper

Internet

http://www.jstatsoft.org/v41/i02/paper

Similar Items