bsts0.9.10 package

Bayesian Structural Time Series

AR(p) state component

Dynamic Regression State Component

Local level trend state component

Local linear trend state component

Monthly Annual Cycle State Component

Random Walk Holiday State Model

Seasonal State Component

Semilocal Linear Trend

Local level trend state component

Static Intercept State Component

Robust local linear trend

Trigonometric Seasonal State Component

Aggregate a fine time series to a coarse summary

Aggregate a weekly time series to monthly

Sparse AR(p)

bsts

Bsts Model Options

Bayesian Structural Time Series

Compare bsts models

Date Range

Descriptive Plots

Diagnostic Plots

Specify Options for a Dynamic Intercept Regression Model

Dynamic intercept regression model

Intervals between dates

Extends a vector of dates to a given length

Checking for Regularity

Create a Geometric Sequence

Compute membership fractions

HarveyCumulator

Specifying Holidays

Find the last day in a month

Match Numeric Timestamps

Find the month containing a week

Maximum Window Width for a Holiday

Multivariate Bayesian Structural Time Series

Models for mixed frequency time series

Elapsed time in months

Holidays Recognized by Name

Prediction Errors

Plotting functions for mixed frequency Bayesian structural time series

Plot predictions from Bayesian structural time series

Plot the most likely predictors

Plotting functions for Bayesian structural time series

Plot Holiday Effects

Plot Multivariate Bsts Predictions

Plotting Functions for Multivariate Bayesian Structural Time Series

Prediction for Bayesian Structural Time Series

Prediction for Multivariate Bayesian Structural Time Series

Find the quarter in which a date occurs

Regression Based Holiday Models

Produce a Regular Series of Time Stamps

Residuals from a bsts Object

Shorten long names

Simulate fake mixed frequency data

Spike and Slab Priors for AR Processes

Compute state dimensions

Add a state component to a Bayesian structural time series model

Suggested burn-in size

Summarize a Bayesian structural time series object

Convert to POSIXt

Check to see if a week contains the end of a month or quarter

Days of the Week

Convert Between Wide and Long Format

Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) <DOI:10.1504/IJMMNO.2014.059942>, among many other sources.

Maintainer: Steven L. Scott License: LGPL-2.1 | MIT + file LICENSE Last published: 2024-01-17