STAMP 8.30 Batch and Ox code generator
نویسنده
چکیده
The new update of the STAMP program is given version 8.30 and it contains the facility to generate Ox code for the model that is estimated in STAMP. It complements the Batch code generator in STAMP. It is particularly useful for those who use Ox regularly as their programming environment for analysing time series. In this short overview of the Batch and Ox code generators in OxMetrics for the STAMP program, we will present some examples of their use. We will consider the basic structural time series model with unobserved components (UC) trend, seasonal and irregular and use it for the analysis of the time series with missing entries “ofuELl” from the STAMP data set “ENERGYmiss.in7”. The decomposition of the series is graphically presented in Figure 1.
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تاریخ انتشار 2010