Learn R Programming

bsts (version 0.9.10)

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

7,919

Version

0.9.10

License

LGPL-2.1 | MIT + file LICENSE

Maintainer

Steven Scott

Last Published

January 17th, 2024

Functions in bsts (0.9.10)

add.student.local.linear.trend

Robust local linear trend
auto.ar

Sparse AR(p)
bsts-package

bsts
add.seasonal

Seasonal State Component
aggregate.weeks.to.months

Aggregate a weekly time series to monthly
aggregate.time.series

Aggregate a fine time series to a coarse summary
add.static.intercept

Static Intercept State Component
add.semilocal.linear.trend

Semilocal Linear Trend
add.shared.local.level

Local level trend state component
descriptive-plots

Descriptive Plots
compare.bsts.models

Compare bsts models
bsts

Bayesian Structural Time Series
add.trig

Trigonometric Seasonal State Component
diagnostic-plots

Diagnostic Plots
dirm

Dynamic intercept regression model
holiday

Specifying Holidays
geometric.sequence

Create a Geometric Sequence
goog

Google stock price
estimate.time.scale

Intervals between dates
gdp

Gross Domestic Product for 57 Countries
get.fraction

Compute membership fractions
iclaims

Initial Claims Data
extend.time

Extends a vector of dates to a given length
date.range

Date Range
bsts.options.Rd

Bsts Model Options
plot.bsts.mixed

Plotting functions for mixed frequency Bayesian structural time series
plot.bsts

Plotting functions for Bayesian structural time series
plot.bsts.prediction

Plot predictions from Bayesian structural time series
dirm-model-optoins

Specify Options for a Dynamic Intercept Regression Model
max.window.width

Maximum Window Width for a Holiday
named.holidays

Holidays Recognized by Name
new.home.sales

New home sales and Google trends
match.week.to.month

Find the month containing a week
month.distance

Elapsed time in months
last.day.in.month

Find the last day in a month
format.timestamps

Checking for Regularity
residuals.bsts

Residuals from a bsts Object
regression.holiday

Regression Based Holiday Models
predict.mbsts

Prediction for Multivariate Bayesian Structural Time Series
one.step.prediction.errors

Prediction Errors
plot.mbsts.prediction

Plot Multivariate Bsts Predictions
plot.bsts.predictors

Plot the most likely predictors
rsxfs

Retail sales, excluding food services
quarter

Find the quarter in which a date occurs
regularize.timestamps

Produce a Regular Series of Time Stamps
summary.bsts

Summarize a Bayesian structural time series object
weekday.names

Days of the Week
mixed.frequency

Models for mixed frequency time series
predict.bsts

Prediction for Bayesian Structural Time Series
mbsts

Multivariate Bayesian Structural Time Series
plot.holiday

Plot Holiday Effects
week.ends

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

Turkish Electricity Usage
state.sizes

Compute state dimensions
shark

Shark Attacks in Florida.
plot.mbsts

Plotting Functions for Multivariate Bayesian Structural Time Series
spike.slab.ar.prior

Spike and Slab Priors for AR Processes
to.posixt

Convert to POSIXt
wide.to.long

Convert Between Wide and Long Format
shorten

Shorten long names
simulate.fake.mixed.frequency.data

Simulate fake mixed frequency data
add.local.level

Local level trend state component
add.monthly.annual.cycle

Monthly Annual Cycle State Component
add.dynamic.regression

Dynamic Regression State Component
HarveyCumulator

HarveyCumulator
add.local.linear.trend

Local linear trend state component
StateSpecification

Add a state component to a Bayesian structural time series model
MATCH.NumericTimestamps

Match Numeric Timestamps
add.ar

AR(p) state component
SuggestBurn

Suggested burn-in size
add.random.walk.holiday

Random Walk Holiday State Model