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>Checks for proper input of the table exo.fc
</p>

<table summary="R argblock">
<tr valign="top">
<td><code>exo.fc</code></td>
<td>
<p>exogenous forecast data</p>
</td>
</tr>
<tr valign="top">
<td><code>n.ahead</code></td>
<td>
<p>forecast periods</p>
</td>
</tr>
</table>

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

stsm_check_exo_fc

Description

Usage

Arguments

Value

autostsm

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`exo.fc`	exogenous forecast data
`n.ahead`	forecast periods