Stamp 5.0 Structural Time Series Analyser, Modeller and Predictor.

Abstract

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.