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STAMP 5.0

STAMP 5.0

          
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About the Book

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.

Table of Contents:
Part 1: installation procedure for STAMP. Part 2 Tutorials on structural time series modelling: getting started on simple univariate modelling; tutorial on components; tutorial on interventions and explanatory variables; tutorial on multivariate models; applications in macroeconomics and finance. Part 3 STAMP tutorials: the basic skills; tutorial on graphics; tutorial on data input and output; tutorial on data transformation and description; tutorial on model building and testing. Part 4 Statistical output: descriptive statistics; statistical treatment of models; model output; output from STAMP; model estimation; selected model and estimation output; summary statistics; the sample period; test; hyperparameters; variances and standard deviations; cycle and AR(1); covariance matrices (multivariate models); factor loading matrices (multivariate models); transformed hyperparameters and standard errors; final state; analysis of state; regression analysis; seasonal tests; cycle tests; data in logs; goodness of fit; prediction error variance; prediction error mean deviation; coefficients of determination; information criteria - AIC and BIC; components; series with components; detrended; seasonally adjusted; individual seasonals; data in logs; joint components; residuals; correlogram; periodogram and spectrum; cumulative statistics and graphs; distribution statistics; heteroskedasticity. Part 5 STAMP manuals: general information; STAMP files; the information and binary data files (.IN7/.BN7); spreadsheet files (.XLS,.WKS,.WK1); human-readable files (.DAT); the information and ASCII data files (.IN7/.DAT); the print file (.PRN); results file (.OUT); PCX files (.PCX); algebra file (.ALG); forecast file (.STF); configuration file (STAMP.CFG); STAMP output; the results window is full; printscreen; graphics; the graphics window; printing graphs; graphics modes; graphics display configuration; limitations of STAMP; memory management; out of memory; memory is low; memory fragmentation; saving memory; command-line options; session logging and playback; lags; the database; size; variable names; missing values; details of algebra; STAMP menus. Part 6 Appendices: giveman; file; open configuration; save configuration; exit; DataManager; convert; edit information file; reconstruct information file; compress information and binary file; information; video; system; setup; colours; install 800 x 600 x 16; HPP, PSP and NCDC; GRAFPLUS user manual; DOS extender manual; STAMP error messages.


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Product Details
  • ISBN-13: 9780412722301
  • Publisher: Cengage Learning EMEA
  • Publisher Imprint: Cengage Learning EMEA
  • Edition: New edition
  • ISBN-10: 0412722305
  • Publisher Date: 15 Jun 1995
  • Binding: Paperback
  • Weight: 540 gr


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