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

<table summary="R argblock">
<tr valign="top">
<td><code>exo</code></td>
<td>
<p>exogenous data</p>
</td>
</tr>
<tr valign="top">
<td><code>dates</code></td>
<td>
<p>dates vector</p>
</td>
</tr>
<tr valign="top">
<td><code>range</code></td>
<td>
<p>range of data to include</p>
</td>
</tr>
</table>

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

stsm_format_exo

Description

Usage

Arguments

Value

autostsm

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`exo`	exogenous data
`dates`	dates vector
`range`	range of data to include