Chapter List of Tables . . . . . . xvii

Chapter Preface . . . . . . xix

Chapter The Authors . . . . . . xxi

PART I Prologue . . . . . . 1

Chapter  1 Introduction . . . . . . 3

Chapter  2 Getting Started . . . . . . 18

PART II Tutorials on Structural Time Series Modelling . . . . . . 27

Chapter  3 Introduction to Univariate Modelling . . . . . . 29

Chapter  4 Tutorial on Components . . . . . . 42

Chapter  5 Tutorial on Interventions and Explanatory Variables . . . . . . 58

Chapter  6 Tutorial on Multivariate Models . . . . . . 74

Chapter  7 Applications in Macroeconomics and Finance . . . . . . 91

Chapter  8 Tutorial on Model Building and Testing . . . . . . 103

PART III Statistical Output . . . . . . 131

Chapter  9 Descriptive Statistics . . . . . . 133

Chapter  10 Statistical Treatment of Models . . . . . . 140

Chapter  11 Model Output . . . . . . 172

Chapter  A1 STAMP Batch Language . . . . . . 186

Chapter  A2 Numerical Changes from Previous Versions . . . . . . 190

A2.1  From version 5 to 6 . . . . . . 190

Chapter References . . . . . . 191

Chapter Author Index . . . . . . 197

Chapter Subject Index . . . . . . 199

请大家帮忙,谢谢!!