UNRATENSA

<p>Unemployment Rate Not Seasonally Adjusted</p>

datasets

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 Models" <doi:10.1093/oxfordhb/9780195398649.013.0006>.
Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications" <doi:10.7551/mitpress/6444.001.0001><http://econ.korea.ac.kr/~cjkim/>.

Alex Hubbard

autostsm

Automatic Structural Time Series Models

UNRATENSA function

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

UNRATENSA: Unemployment Rate Not Seasonally Adjusted

Description

Usage

Arguments

Format