Automatic Structural Time Series Model
State Space Model | Trend Models | Cycle Model | Seasonal Model | Model Specification | Frequency Detection | Seasonal and Cycle Adjustment | Seasonality Detection | Cycle Detection | Multiplicative vs Additive Detection | Trend Test | Seasonal-Cycle Amplitude Test | Trend Detection | The Kalman Filter | Prediction Stage | Updating Stage | Kalman Smoothing | Maximum Likelihood Estimation | Initial Parameter Values | Model Prior | Trend and Drift Initial Values | Cycle Initial Values | Seasonality Initial Values | Remainder | Unobserved Component Initial Values | Box Constraints | Interpolation Models | Anomaly Detection | Structural Break Detection | Example Usage | Simulated Data Decomposition | Using Exogenous Data | Real Data Decompositions | Simulated Data Interpolation | Real Data Interpolation