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autostsm
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]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.autostsm . autostsm results . autostsm.pdf . autostsm_3.1.5.tar.gz . autostsm_3.1.5.zip . autostsm_3.1.5.zip . autostsm_3.1.5.zip . autostsm_3.1.5.tgz . autostsm_3.1.5.tgz . autostsm_3.1.5.tgz . autostsm_3.1.5.tgz . autostsm_3.1.5.tgz . autostsm_3.1.5.tgz . autostsm archive . https://CRAN.R-project.org/package=autostsm .
First Published: 2021-01-15
Latest Update: 2023-03-05
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 29 Mar. 2025.
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
Functions, R codes and Examples using
the autostsm R package
Some associated functions: DGS5 . GDP . NA000334Q . SP500 . UNRATE . UNRATENSA . autostsm-package . autostsm . stsm_bdiag . stsm_build_dates . stsm_check_exo . stsm_check_exo_fc . stsm_check_y . stsm_constraints . stsm_coxstuart . stsm_dates_to_interpolate . stsm_detect_anomalies . stsm_detect_breaks . stsm_detect_cycle . stsm_detect_frequency . stsm_detect_multiplicative . stsm_detect_seasonality . stsm_detect_trend . stsm_estimate . stsm_filter . stsm_fixed_pars . stsm_forecast . stsm_format_exo . stsm_init_pars . stsm_na_kalman . stsm_prior . stsm_ssm .
Some associated R codes: autostsm-package.R . data.R . stsm_build_dates.R . stsm_constraints.R . stsm_data_checks.R . stsm_dates_to_interpolate.R . stsm_detect_anomalies.R . stsm_detect_breaks.R . stsm_detect_cycle.R . stsm_detect_frequency.R . stsm_detect_multiplicative.R . stsm_detect_seasonality.R . stsm_detect_trend.R . stsm_estimate.R . stsm_fixed_pars.R . stsm_forecast.R . stsm_init_pars.R . stsm_na_kalman.R . stsm_prior.R . stsm_ssm.R . stsm_stat_tests.R . zzz.R . Full autostsm package functions and examples
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