Package: autostsm 3.1.5
autostsm: Automatic Structural Time Series Models
Automatic model selection for structural time series decomposition into trend, cycle, and seasonal components, plus optionality for structural interpolation, using the Kalman filter. Koopman, Siem Jan and Marius Ooms (2012) "Forecasting Economic Time Series Using Unobserved Components Time Series Models" <doi:10.1093/oxfordhb/9780195398649.013.0006>. Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications" <doi:10.7551/mitpress/6444.001.0001><http://econ.korea.ac.kr/~cjkim/>.
Authors:
autostsm_3.1.5.tar.gz
autostsm_3.1.5.zip(r-4.7)autostsm_3.1.5.zip(r-4.6)autostsm_3.1.5.zip(r-4.5)
autostsm_3.1.5.tgz(r-4.6-any)autostsm_3.1.5.tgz(r-4.5-any)
autostsm_3.1.5.tar.gz(r-4.7-any)autostsm_3.1.5.tar.gz(r-4.6-any)
autostsm_3.1.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
autostsm/json (API)
| # Install 'autostsm' in R: |
| install.packages('autostsm', repos = c('https://hubbardalex.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:e875a3b77d. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 139 | ||
| source / vignettes | OK | 185 | ||
| linux-release-x86_64 | OK | 189 | ||
| macos-release-arm64 | OK | 129 | ||
| macos-oldrel-arm64 | OK | 78 | ||
| windows-devel | OK | 112 | ||
| windows-release | OK | 103 | ||
| windows-oldrel | OK | 94 | ||
| wasm-release | OK | 110 |
Exports:stsm_detect_anomaliesstsm_detect_breaksstsm_detect_cyclestsm_detect_frequencystsm_detect_multiplicativestsm_detect_seasonalitystsm_detect_trendstsm_estimatestsm_filterstsm_forecaststsm_priorstsm_ssm
Dependencies:clicodetoolscolorspacecpp11crayondata.tabledigestdoSNOWfarverforeachforecastfracdiffgenericsggplot2ggrepelgluegridExtragtablehmsisobanditeratorskalmanfilterlabelinglatticelifecyclelmtestlubridatemagrittrmaxLikmiscToolsnlmennetpkgconfigprettyunitsprogressR6RColorBrewerRcppRcppArmadillorlangS7sandwichscalessnowstrucchangetimechangetimeDateurcavctrsviridisLitewithrzoo
