Man pages for opendoor-labs/TCSDecomp
Structrual time series decomposition using the Kalman filter

tcs_build_datesBuild the date sequence as a Date type
tcs_decomp_estimTrend cycle seasonal decomposition using the Kalman filter.
tcs_decomp_filterKalman Filter
TCSDecomp-packageStructrual time series decomposition using the Kalman filter
tcs_detect_decompDetect cycle and seasonality from the data
tcs_detect_freqDetect frequency and dates from the data
tcs_ssmState space model Creates a state space model in list form yt...
opendoor-labs/TCSDecomp documentation built on April 21, 2020, 3:15 a.m.