autostsm
cranv3.1.5Automatic Structural Time Series Models. Automatic model selection for structural time series decomposition into trend, cycle, and seasonal components, plus optionality for structural interpolation, using the Kalman filter. Koopman, Siem Jan and Marius Ooms (2012) "Forecasting Economic Time Series Using Unobserved Components Time Series Mo
License GPL (>= 2)0 versions1 maintainers15 deps235 weekly dl
https://CRAN.R-project.org/package=autostsm41
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curl https://depscope.dev/api/check/cran/autostsmFirst published · 2024-06-05 22:49:49
Last updated · 2024-06-05T20:40:41+00:00