R: Automatic Structural Time Series Models

# Automatic Structural Time Series Models

## Documentation for package ‘autostsm’ version 3.1.5

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

DGS5 | 5 Year Treasury Yield
GDP | US GDP Seasonally Adjusted
NA000334Q | US GDP Not Seasonally Adjusted
SP500 | S&P 500
stsm_bdiag | Build a block diagonal matrix from two matrices
stsm_build_dates | Build the date sequence as a Date type
stsm_check_exo | Data check for input exo
stsm_check_exo_fc | Data check for input exo.fc
stsm_check_y | Data check for input y
stsm_constraints | Set the inequality constraints for estimation
stsm_coxstuart | Cox-Stuart Test
stsm_dates_to_interpolate | Create dates to interpolate
stsm_detect_anomalies | Detect Anomalies
stsm_detect_breaks | Detect Structural Breaks
stsm_detect_cycle | Detect cycle from the data
stsm_detect_frequency | Detect frequency and dates from the data
stsm_detect_multiplicative | Detect if log transformation is best
stsm_detect_seasonality | Detect seasonality from the data
stsm_detect_trend | Detect trend type
stsm_estimate | Trend cycle seasonal decomposition using the Kalman filter.
stsm_filter | Kalman Filter
stsm_fixed_pars | Fixed parameter setting
stsm_forecast | Kalman Filter and Forecast
stsm_format_exo | Format exo
stsm_init_pars | Get initial parameter estimates for estimation
stsm_na_kalman | Missing Value Imputation by Kalman Smoothing and State Space Models
stsm_prior | Return a naive model prior decomposition
stsm_ssm | State space model
UNRATE | Unemployment Rate Seasonally Adjusted
UNRATENSA | Unemployment Rate Not Seasonally Adjusted