Package: autostsm
Type: Package
Title: Automatic Structural Time Series Models
Version: 1.6
Date: 2021-08-01
Author: Alex Hubbard
Maintainer: Alex Hubbard <hubbard.alex@gmail.com>
Description: Automatic model selection for structural time series decomposition into trend, cycle, and seasonal components 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 (>= 1.4), forecast (>= 8.13), lubridate (>= 1.7),
        ggplot2 (>= 3.3), gridExtra (>= 2.3), strucchange (>= 1.5),
        foreach (>= 1.5), doSNOW (>= 1.0), parallel (>= 4.0), zoo (>=
        1.8), lmtest (>= 0.9), ggrepel(>= 0.9), progress (>= 1.2),
        sandwich (>= 3.0),
Depends: R (>= 3.5.0), data.table (>= 1.13)
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.1.1
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2021-08-11 18:28:57 UTC; alex.hubbard
Repository: CRAN
Date/Publication: 2021-08-12 14:40:02 UTC
Built: R 4.0.5; x86_64-w64-mingw32; 2021-11-07 03:10:25 UTC; windows
Archs: i386, x64
