WebMay 30, 2024 · An object of class bsts. An increasing sequence of integers between 1 and the number of time points in the trainig data for bsts.object, or NULL. If NULL then the in-sample one-step prediction errors from the bsts object will be extracted and returned. Otherwise the model will be re-fit with a separate MCMC run for each entry in 'cutpoints'. WebNov 10, 2024 · Details. The fitted model is a regression model with an intercept term given by a structural time series model. This is similar to the model fit by bsts, but it allows for multiple observations per time period. Currently dirm only supports Gaussian observation errors, but look for that to change in future releases.
bsts source: R/predict.bsts.R
http://bsts.org/v2/ WebNov 10, 2024 · bsts: Bayesian Structural Time Series Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) , among many other sources. Getting started Browse package contents Vignettes Man pages API and functions Files Try the bsts package in … gregory tribute 55
add.ar: AR(p) state component in bsts: Bayesian Structural Time …
WebNov 10, 2024 · The number of lags ("p") in the AR (p) process. An object created by SdPrior. The prior for the standard deviation of the process increments. An object of class MvnPrior describing the values of the state at time 0. This argument can be NULL , in which case the stationary distribution of the AR (p) process will be used as the initial state ... WebMay 1, 2015 · Package ‘bsts’ February 19, 2015 Date 2014-12-03 Title Bayesian Structural Time Series Author Steven L. Scott Maintainer Steven L. … WebMar 23, 2024 · 6 add.dynamic.regression data An optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. ficha firmas