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bsts (version 0.9.2)

Bayesian Structural Time Series

Description

Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) , among many other sources.

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Version

Install

install.packages('bsts')

Monthly Downloads

7,714

Version

0.9.2

License

LGPL-2.1 | file LICENSE

Maintainer

Steven Scott

Last Published

September 22nd, 2019

Functions in bsts (0.9.2)

aggregate.time.series

Aggregate a fine time series to a coarse summary
date.range

Date Range
holiday

Specifying Holidays
descriptive-plots

Descriptive Plots
add.random.walk.holiday

Random Walk Holiday State Model
aggregate.weeks.to.months

Aggregate a weekly time series to monthly
plot.bsts.predictors

Plot the most likely predictors
add.shared.local.level

Local level trend state component
plot.holiday

Plot Holiday Effects
iclaims

Initial Claims Data
shark

Shark Attacks in Florida.
gdp

Gross Domestic Product for 57 Countries
auto.ar

Sparse AR(p)
bsts

Bayesian Structural Time Series
extend.time

Extends a vector of dates to a given length
estimate.time.scale

Intervals between dates
add.trig

Trigonometric Seasonal State Component
regularize.timestamps

Produce a Regular Series of Time Stamps
dirm

Dynamic intercept regression model
add.student.local.linear.trend

Robust local linear trend
regression.holiday

Regression Based Holiday Models
format.timestamps

Checking for Regularity
max.window.width

Maximum Window Width for a Holiday
add.seasonal

Seasonal State Component
turkish

Turkish Electricity Usage
to.posixt

Convert to POSIXt
geometric.sequence

Create a Geometric Sequence
shorten

Shorten long names
add.semilocal.linear.trend

Semilocal Linear Trend
bsts.options.Rd

Bsts Model Options
mbsts

Multivariate Bayesian Structural Time Series
diagnostic-plots

Diagnostic Plots
mixed.frequency

Models for mixed frequency time series
goog

Google stock price
get.fraction

Compute membership fractions
dirm-model-optoins

Specify Options for a Dynamic Intercept Regression Model
last.day.in.month

Find the last day in a month
month.distance

Elapsed time in months
add.static.intercept

Static Intercept State Component
compare.bsts.models

Compare bsts models
plot.bsts.mixed

Plotting functions for mixed frequency Bayesian structural time series
named.holidays

Holidays Recognized by Name
match.week.to.month

Find the month containing a week
week.ends

Check to see if a week contains the end of a month or quarter
new.home.sales

New home sales and Google trends
weekday.names

Days of the Week
plot.mbsts.prediction

Plot Multivariate Bsts Predictions
spike.slab.ar.prior

Spike and Slab Priors for AR Processes
plot.mbsts

Plotting Functions for Multivariate Bayesian Structural Time Series
simulate.fake.mixed.frequency.data

Simulate fake mixed frequency data
plot.bsts.prediction

Plot predictions from Bayesian structural time series
one.step.prediction.errors

Prediction Errors
plot.bsts

Plotting functions for Bayesian structural time series
residuals.bsts

Residuals from a bsts Object
state.sizes

Compute state dimensions
summary.bsts

Summarize a Bayesian structural time series object
rsxfs

Retail sales, excluding food services
wide.to.long

Convert Between Wide and Long Format
quarter

Find the quarter in which a date occurs
predict.bsts

Prediction for bayesian structural time series
add.local.level

Local level trend state component
StateSpecification

Add a state component to a Bayesian structural time series model
add.dynamic.regression

Dynamic Regression State Component
add.monthly.annual.cycle

Monthly Annual Cycle State Component
MATCH.NumericTimestamps

Match Numeric Timestamps
add.ar

AR(p) state component
HarveyCumulator

HarveyCumulator
add.local.linear.trend

Local linear trend state component
SuggestBurn

Suggested burn-in size