Package: autostsm
Type: Package
Title: Automatic Structural Time Series Models
Version: 3.1.5
Date: 2024-06-01
Authors@R: 
  c(person(given = "Alex", 
           family = "Hubbard", 
           role = c("aut", "cre"), 
           email = "hubbard.alex@gmail.com"))
Description: 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/>. 
License: GPL (>= 2)
Imports: maxLik (>= 1.5-2), forecast (>= 8.15), lubridate (>= 1.7),
        ggplot2 (>= 3.3), gridExtra (>= 2.3), strucchange (>= 1.5),
        foreach (>= 1.5), doSNOW (>= 1.0.19), parallel (>= 4.1.1),
        lmtest (>= 0.9-38), ggrepel(>= 0.9), progress (>= 1.2),
        sandwich (>= 3.0), data.table (>= 1.15), kalmanfilter (>=
        2.0.1)
RoxygenNote: 7.2.3
Suggests: knitr, rmarkdown, testthat
VignetteBuilder: knitr
Encoding: UTF-8
NeedsCompilation: no
Packaged: 2024-06-05 17:07:52 UTC; alex.hubbard
Author: Alex Hubbard [aut, cre]
Maintainer: Alex Hubbard <hubbard.alex@gmail.com>
Depends: R (>= 3.5.0)
Repository: CRAN
Date/Publication: 2024-06-05 21:40:41 UTC
Built: R 4.6.0; ; 2026-04-28 14:24:07 UTC; unix
