report

report.varstan

report.Sarima

report.garch

report.varma

report.Bekk

report.naive

The function returns a report with the users defined model for the given
time-series and all the current defined priors of the model.

Fit Bayesian time series models using 'Stan' for full Bayesian inference. A wide range
of distributions and models are supported, allowing users to fit Seasonal ARIMA, ARIMAX, Dynamic
Harmonic Regression, GARCH, t-student innovation GARCH models, asymmetric GARCH, Random Walks, stochastic
volatility models for univariate time series. Prior specifications are flexible and explicitly encourage
users to apply prior distributions that actually reflect their beliefs. Model fit can easily be assessed
and compared with typical visualization methods, information criteria such as loglik, AIC, BIC WAIC, Bayes
factor and leave-one-out cross-validation methods. References: Hyndman (2017)
<doi:10.18637/jss.v027.i03>; Carpenter et al. (2017) <doi:10.18637/jss.v076.i01>.

Asael Alonzo Matamoros

bayesforecast

Bayesian Time Series Modeling with Stan

Cristian Cruz Torres

Andres Dala

Rob Hyndman

Mitchell O'Hara-Wild

report function

<dl><dt>object</dt>
<dd>a <code>varstan</code> object or one of the defined current defined reports.</dd>
<dt>...</dt>
<dd>additional values need in print methods</dd></dl>

Arguments

Author

Print a full report of the time series model in a varstan object. — report

<dl>

<dt>object</dt>
<dd>a <code>varstan</code> object or one of the defined current defined reports.</dd>


<dt>...</dt>
<dd>additional values need in print methods</dd>

</dl>

Print a full report of the time series model in a <code>varstan</code> object.

report: Print a full report of the time series model in a `varstan` object.

Description

Usage

Value

Arguments

Author

Details

Examples