fit_bsts: Fit a Bayesian Structural Time Series (BSTS) Model
Description
Fits a BSTS model for a time series y, given a vector or matrix of covariates z.
Usage
fit_bsts(y, z, lags = 0, MCMC.iter = 5000)
Value
A fitted BSTS model.
Arguments
- y
A numeric vector (time series response variable).
- z
A numeric vector or matrix (covariates).
- lags
Integer, number of lags for the autoregressive component.
- MCMC.iter
Integer, number of MCMC iterations.