UNRATE

<p>Unemployment Rate Seasonally Adjusted</p>

datasets

Automatic model selection for structural time series decomposition into trend, cycle, and seasonal components using the Kalman filter.
See Koopman, Siem Jan and Marius Ooms (2012) "Forecasting Economic Time Series Using Unobserved Components Time Series Models <doi:10.1093/oxfordhb/9780195398649.013.0006>.

Alex Hubbard

autostsm

Automatic Structural Time Series Models

UNRATE function

<p>data.table with columns DATE and UNRATE, monthly frequency</p>

UNRATE: Unemployment Rate Seasonally Adjusted

Description

Usage

Arguments

Format