Multivariate Bayesian Structural Time Series

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Documentation for package ‘mbsts’ version 2.2

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mbsts-package Multivariate Bayesian Structural Time Series
mbsts-class Constructor for the MBSTS model
mbsts.forecast Specification of time series components
mbsts_function Main function for the multivariate Bayesian structural time series (MBSTS) model
mbsts_function-method Main function for the multivariate Bayesian structural time series (MBSTS) model
para.est Regression parameter estimation by the MBSTS Model
para.est-method Regression parameter estimation by the MBSTS Model
plot_comp Plot Posterior State Components
plot_comp-method Plot Posterior State Components
plot_prob Plot Inclusion Probabilities
plot_prob-method Plot Inclusion Probabilities
simdata Simulated Example Data
tsc.setting Specification of time series components