The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

autostsm: Automatic Structural Time Series Models

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" <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/>.

Version: 3.1.5
Depends: R (≥ 3.5.0)
Imports: maxLik (≥ 1.5-2), forecast (≥ 8.15), lubridate (≥ 1.7), ggplot2 (≥ 3.3), gridExtra (≥ 2.3), strucchange (≥ 1.5), foreach (≥ 1.5), doSNOW (≥ 1.0.19), parallel (≥ 4.1.1), lmtest (≥ 0.9-38), ggrepel (≥ 0.9), progress (≥ 1.2), sandwich (≥ 3.0), data.table (≥ 1.15), kalmanfilter (≥ 2.0.1)
Suggests: knitr, rmarkdown, testthat
Published: 2024-06-05
DOI: 10.32614/CRAN.package.autostsm
Author: Alex Hubbard [aut, cre]
Maintainer: Alex Hubbard <hubbard.alex at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: autostsm results

Documentation:

Reference manual: autostsm.pdf
Vignettes: Automatic Structural Time Series Model

Downloads:

Package source: autostsm_3.1.5.tar.gz
Windows binaries: r-devel: autostsm_3.1.5.zip, r-release: autostsm_3.1.5.zip, r-oldrel: autostsm_3.1.5.zip
macOS binaries: r-release (arm64): autostsm_3.1.5.tgz, r-oldrel (arm64): autostsm_3.1.5.tgz, r-release (x86_64): autostsm_3.1.5.tgz, r-oldrel (x86_64): autostsm_3.1.5.tgz
Old sources: autostsm archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=autostsm to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.