fit_bsts: Fit a Bayesian Structural Time Series (BSTS) Model

View source: R/fit_bsts.R

fit_bstsR Documentation

Fit a Bayesian Structural Time Series (BSTS) Model

Description

Fits a BSTS model for a time series y, given a vector or matrix of covariates z.

Usage

fit_bsts(y, z, lags = 0, MCMC.iter = 5000)

Arguments

y

A numeric vector (time series response variable).

z

A numeric vector or matrix (covariates).

lags

Integer, number of lags for the autoregressive component.

MCMC.iter

Integer, number of MCMC iterations.

Value

A fitted BSTS model.


STCCGEV documentation built on April 4, 2025, 1:50 a.m.