Forecasting with STAMP

Structural Time Series Analyser, Modeller and Predictor (STAMP) is a package design for modelling, forecasting and seasonally adjusting time series. Especially in seasonally adjustment of data, STAMP represents a well formalised alternative to other widespread, but ad hoc methods. It has been developed in the same windows environment as PcGive and PcFiml. The program is driven by menus and dialogue boxes and a mouse can be utilised. These features make the program flexible and easy to use. In addition to this, version 5.0 represents a big qualitative jump with respect to previous versions. For example, improvements have been introduced in the statistical methods used (i.e. multivariate models are included), the number of descriptive and diagnostic statistics, graphics, data handling and environment, documentation and programming efficiency.