Learn R Programming
⚠️There's a newer version (0.9.10) of this package.Take me there.

bsts (version 0.9.7)

Bayesian Structural Time Series

Description

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

Copy Link

Version

Install

install.packages('bsts')

Monthly Downloads

2,421

Version

0.9.7

License

LGPL-2.1 | file LICENSE

Maintainer

Steven Scott

Last Published

July 2nd, 2021

Functions in bsts (0.9.7)

add.monthly.annual.cycle

Monthly Annual Cycle State Component
MATCH.NumericTimestamps

Match Numeric Timestamps
add.local.level

Local level trend state component
add.dynamic.regression

Dynamic Regression State Component
add.ar

AR(p) state component
add.random.walk.holiday

Random Walk Holiday State Model
add.local.linear.trend

Local linear trend state component
StateSpecification

Add a state component to a Bayesian structural time series model
SuggestBurn

Suggested burn-in size
HarveyCumulator

HarveyCumulator
aggregate.time.series

Aggregate a fine time series to a coarse summary
add.shared.local.level

Local level trend state component
add.trig

Trigonometric Seasonal State Component
add.student.local.linear.trend

Robust local linear trend
add.static.intercept

Static Intercept State Component
add.semilocal.linear.trend

Semilocal Linear Trend
descriptive-plots

Descriptive Plots
diagnostic-plots

Diagnostic Plots
date.range

Date Range
add.seasonal

Seasonal State Component
dirm-model-optoins

Specify Options for a Dynamic Intercept Regression Model
aggregate.weeks.to.months

Aggregate a weekly time series to monthly
estimate.time.scale

Intervals between dates
geometric.sequence

Create a Geometric Sequence
dirm

Dynamic intercept regression model
holiday

Specifying Holidays
gdp

Gross Domestic Product for 57 Countries
extend.time

Extends a vector of dates to a given length
get.fraction

Compute membership fractions
goog

Google stock price
iclaims

Initial Claims Data
auto.ar

Sparse AR(p)
bsts

Bayesian Structural Time Series
max.window.width

Maximum Window Width for a Holiday
mixed.frequency

Models for mixed frequency time series
plot.holiday

Plot Holiday Effects
plot.bsts.prediction

Plot predictions from Bayesian structural time series
last.day.in.month

Find the last day in a month
match.week.to.month

Find the month containing a week
compare.bsts.models

Compare bsts models
named.holidays

Holidays Recognized by Name
predict.bsts

Prediction for bayesian structural time series
plot.bsts

Plotting functions for Bayesian structural time series
month.distance

Elapsed time in months
bsts.options.Rd

Bsts Model Options
summary.bsts

Summarize a Bayesian structural time series object
format.timestamps

Checking for Regularity
plot.bsts.mixed

Plotting functions for mixed frequency Bayesian structural time series
shark

Shark Attacks in Florida.
rsxfs

Retail sales, excluding food services
shorten

Shorten long names
to.posixt

Convert to POSIXt
new.home.sales

New home sales and Google trends
regression.holiday

Regression Based Holiday Models
plot.bsts.predictors

Plot the most likely predictors
quarter

Find the quarter in which a date occurs
one.step.prediction.errors

Prediction Errors
residuals.bsts

Residuals from a bsts Object
regularize.timestamps

Produce a Regular Series of Time Stamps
simulate.fake.mixed.frequency.data

Simulate fake mixed frequency data
wide.to.long

Convert Between Wide and Long Format
weekday.names

Days of the Week
spike.slab.ar.prior

Spike and Slab Priors for AR Processes
turkish

Turkish Electricity Usage
state.sizes

Compute state dimensions
week.ends

Check to see if a week contains the end of a month or quarter