State-space models
Stata allows you to fit a wide variety of multivariate time-series models
by casting them as linear state-space models, including vector
autoregressive moving-average (VARMA) models, structural time-series (STS)
models, and dynamic-factor models.
Explore Stata 12’s resources on state-space models.
Stata is also a complete integrated statistical package that provides
everything you need for data analysis, data management, and graphics.
To learn more, click here.
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