stsm_check_y

Checks for proper input of the table y

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_y function

<dl><dt>y</dt>
<dd>input data y</dd></dl>

Arguments

Data check for input y — stsm_check_y

<dl>

<dt>y</dt>
<dd>input data y</dd>

</dl>

stsm_check_y: Data check for input y

Description

Usage

Value

Arguments