About STAMP In detail Order STAMP Documentation Examples Literature

External links

Timberlake UK Office Timberlake US Office OxMetrics SsfPack Econometric Links

New in STAMP:

Ox code generator Revised Batch language

STAMP 8.3 (April 2010)

New features

Solved problems


New features

Solved problems


Solved problems

STAMP 8: new release !

Many new features have been introduced in version 8 of STAMP. The most notable are:

Multivariate models

The multivariate structural time series model where the unobserved components become vectors and the disturbance variances become disturbance variance matrices can be considered for the analysis of a set of multiple time series. The number of multivariate options has increased considerably compared to earlier versions of the program:

Automatic outlier and break detection

Another major development in STAMP 8 is the implementation of a new automatic detection procedure for outliers and breaks in univariate and multivariate time series models. The following features are available:

Other new features