Man pages for autostsm
Automatic Structural Time Series Models
| autostsm-package | autostsm: Automatic Structural Time Series Models |
| DGS5 | 5 Year Treasury Yield |
| GDP | US GDP Seasonally Adjusted |
| NA000334Q | US GDP Not Seasonally Adjusted |
| SP500 | S&P 500 |
| stsm_bdiag | Build a block diagonal matrix from two matrices |
| stsm_build_dates | Build the date sequence as a Date type |
| stsm_check_exo | Data check for input exo |
| stsm_check_exo_fc | Data check for input exo.fc |
| stsm_check_y | Data check for input y |
| stsm_constraints | Set the inequality constraints for estimation |
| stsm_coxstuart | Cox-Stuart Test |
| stsm_dates_to_interpolate | Create dates to interpolate |
| stsm_detect_anomalies | Detect Anomalies |
| stsm_detect_breaks | Detect Structural Breaks |
| stsm_detect_cycle | Detect cycle from the data |
| stsm_detect_frequency | Detect frequency and dates from the data |
| stsm_detect_multiplicative | Detect if log transformation is best |
| stsm_detect_seasonality | Detect seasonality from the data |
| stsm_detect_trend | Detect trend type |
| stsm_estimate | Trend cycle seasonal decomposition using the Kalman filter. |
| stsm_filter | Kalman Filter |
| stsm_fixed_pars | Fixed parameter setting |
| stsm_forecast | Kalman Filter and Forecast |
| stsm_format_exo | Format exo |
| stsm_init_pars | Get initial parameter estimates for estimation |
| stsm_na_kalman | Missing Value Imputation by Kalman Smoothing and State Space... |
| stsm_prior | Return a naive model prior decomposition |
| stsm_ssm | State space model |
| UNRATE | Unemployment Rate Seasonally Adjusted |
| UNRATENSA | Unemployment Rate Not Seasonally Adjusted |
