Automatic model selection for structural time series decomposition into trend, cycle, and seasonal components 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/>.

Automatic Structural Time Series Models

package-ubuntu-20.04-r-4.0.5#cran#autostsm-1.3

<p>Build the date sequence as a Date type
</p>

<table summary="R argblock"><tr valign="top">
<td><code>y</code></td>
<td>
<p>a list object created from stsm_detect_frequency</p>
</td>
</tr></table>

<p>a list with the univariate time series and corrected dates
</p>

package-ubuntu-20.04-r-4.0.5#cran#autostsm-1.3#docs#stsm_build_dates

stsm_build_dates

Description

Usage

Arguments

Value

autostsm

We don't support your browser anymore