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.