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 04 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

murphydiagram  
Murphy Diagrams for Forecast Comparisons
Data and code for the paper by Ehm, Gneiting, Jordan and Krueger ('Of Quantiles and Expectiles: Con ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
shinybusy  
Busy Indicators and Notifications for 'Shiny' Applications
Add indicators (spinner, progress bar, gif) in your 'shiny' applications to show the user that the ...
Download / Learn more Package Citations See dependency  
crplyr  
A 'dplyr' Interface for Crunch
In order to facilitate analysis of datasets hosted on the Crunch data platform ...
Download / Learn more Package Citations See dependency  
golem  
A Framework for Robust Shiny Applications
An opinionated framework for building a production-ready 'Shiny' application. This package contains ...
Download / Learn more Package Citations See dependency  
phers  
Calculate Phenotype Risk Scores
Use phenotype risk scores based on linked clinical and genetic data to study Mendelian disease and ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,590

Author Associations

27,205

Publication Badges

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