stsm_check_exo_fc

Checks for proper input of the table exo.fc

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_check_exo_fc function

<dl><dt>exo.fc</dt>
<dd>exogenous forecast data</dd>
<dt>n.ahead</dt>
<dd>forecast periods</dd></dl>

Arguments

Data check for input exo.fc — stsm_check_exo_fc

<dl>

<dt>exo.fc</dt>
<dd>exogenous forecast data</dd>


<dt>n.ahead</dt>
<dd>forecast periods</dd>

</dl>

stsm_check_exo_fc: Data check for input exo.fc

Description

Usage

Value

Arguments