Package: autostsm
Type: Package
Title: Automatic Structural Time Series Models
Version: 1.0
Date: 2021-01-11
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. 
  See Koopman, Siem Jan and Marios Ooms (2012) "Forecasting Economic Time Series Using Unobserved Components Time Series Models <doi:10.1093/oxfordhb/9780195398649.013.0006>.
License: GPL (>= 2)
Imports: Matrix (>= 1.2), maxLik (>= 1.4), seastests (>= 0.14),
        forecast (>= 8.13), lubridate (>= 1.7), tsutils (>= 0.9),
        ggplot2 (>= 3.3), gridExtra (>= 2.3), strucchange (>= 1.5),
        imputeTS (>= 3.1), foreach (>= 1.5), doSNOW (>= 1.0), parallel
        (>= 4.0), zoo (>= 1.8)
Depends: R (>= 3.5.0), data.table (>= 1.13)
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.1.1
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2021-01-12 16:27:39 UTC; alex.hubbard
Repository: CRAN
Date/Publication: 2021-01-15 10:00:05 UTC
