Other packages > Find by keyword >

autostsm  

Automatic Structural Time Series Models
View on CRAN: Click here


Download and install autostsm package within the R console
Install from CRAN:
install.packages("autostsm")

Install from Github:
library("remotes")
install_github("cran/autostsm")

Install by package version:
library("remotes")
install_version("autostsm", "3.1.5")



Attach the package and use:
library("autostsm")
Maintained by
Alex Hubbard
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-01-15
Latest Update: 2024-06-05
Description:
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" . Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications" .
How to cite:
Alex Hubbard (2021). autostsm: Automatic Structural Time Series Models. R package version 3.1.5, https://cran.r-project.org/web/packages/autostsm. Accessed 25 Jun. 2026.
Previous versions and publish date:
1.0 (2021-01-15 11:00), 1.1 (2021-01-20 00:50), 1.2.1 (2021-03-02 00:10), 1.2.2 (2021-04-07 10:40), 1.2 (2021-02-05 11:10), 1.3 (2021-05-04 18:40), 1.4 (2021-06-09 10:10), 1.5 (2021-07-06 23:50), 1.6 (2021-08-12 16:40), 2.0 (2021-11-08 08:50), 2.1.1 (2022-01-07 13:12), 2.1 (2021-12-02 09:50), 3.0.0 (2022-02-01 09:00), 3.0.1 (2022-06-08 08:40), 3.0.2 (2022-09-02 09:20), 3.0.3 (2022-09-23 12:10), 3.0.4 (2023-02-23 19:12), 3.1.0 (2023-03-05 07:20), 3.1.2 (2023-09-25 23:50), 3.1.3 (2024-02-09 01:30), 3.1.4 (2024-03-08 08:50)
Other packages that cited autostsm R package
View autostsm citation profile
Other R packages that autostsm depends, imports, suggests or enhances
Complete documentation for autostsm
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

sitmo  
Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files
Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel enviro ...
Download / Learn more Package Citations See dependency  
foster  
Forest Structure Extrapolation with R
Set of tools to streamline the modeling of the relationship betweensatellite imagery time series or ...
Download / Learn more Package Citations See dependency  
edeaR  
Exploratory and Descriptive Event-Based Data Analysis
Exploratory and descriptive analysis of event based data. Provides methods for describing and select ...
Download / Learn more Package Citations See dependency  
airGRiwrm  
'airGR' Integrated Water Resource Management
Semi-distributed Precipitation-Runoff Modelling based on 'airGR' package models integrating human i ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA