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STCCGEV (version 1.0.0)

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.