Currently, there are three Time Series Lab programs that can be downloaded for free:Īdditional modules are under construction and will be made commercially available in 2022. Time Series Lab programs are standalone installers and do not require additional software to be installed. Time Series Lab represents a family of software programs designed to model and forecast time series. Another such tool is SsfPack, which provides more general procedures for the programming interface Ox. 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. Such models find application in many subjects, including economics, finance, sociology, management science, biology, geography, meteorology and engineering. 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. The full name of STAMP is Structural Time Series Analyser, Modeller and Predictor. STAMP 8.30 is an integrated part of the OxMetrics modular software system for data analysis with excellent data manipulation and batch facilities. However, STAMP is set up in an easy-to-use form which enables the user to concentrate on model selection and interpretation. Estimation and signal extraction is carried out using state space methods and Kalman filtering. It provides a user-friendly environment for the analysis, modelling and forecasting of time series.

STAMP is a statistical / econometric software system for time series models with unobserved components such as trend, seasonal, cycle and irregular.

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