stsm_build_dates

Build the date sequence as a Date type

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

stsm_build_dates function

<dl><dt>y</dt>
<dd>a list object created from stsm_detect_frequency</dd></dl>

Arguments

Build the date sequence as a Date type — stsm_build_dates

<dl>

<dt>y</dt>
<dd>a list object created from stsm_detect_frequency</dd>

</dl>

stsm_build_dates: Build the date sequence as a Date type

Description

Usage

Value

Arguments