R: Bayesian Structural Time Series

# Bayesian Structural Time Series

## Documentation for package ‘bsts’ version 0.9.10

- DESCRIPTION file.

## Help Pages

A B C D E F G H I L M N P Q R S T W Y

bsts-package | bsts

## -- A --

AcfDist | Diagnostic Plots
AddAr | AR(p) state component
AddAutoAr | Sparse AR(p)
AddDynamicRegression | Dynamic Regression State Component
AddGeneralizedLocalLinearTrend | Semilocal Linear Trend
AddHierarchicalRegressionHoliday | Regression Based Holiday Models
AddLocalLevel | Local level trend state component
AddLocalLinearTrend | Local linear trend state component
AddMonthlyAnnualCycle | Monthly Annual Cycle State Component
AddRandomWalkHoliday | Random Walk Holiday State Model
AddRegressionHoliday | Regression Based Holiday Models
AddSeasonal | Seasonal State Component
AddSemilocalLinearTrend | Semilocal Linear Trend
AddSharedLocalLevel | Local level trend state component
AddStaticIntercept | Static Intercept State Component
AddStudentLocalLinearTrend | Robust local linear trend
AddTrig | Trigonometric Seasonal State Component
AggregateTimeSeries | Aggregate a fine time series to a coarse summary
AggregateWeeksToMonths | Aggregate a weekly time series to monthly

## -- B --

bsts | Bayesian Structural Time Series
bsts.mixed | Models for mixed frequency time series
bsts.prediction | Prediction for Bayesian Structural Time Series
bsts.prediction.errors | Prediction Errors
BstsOptions | Bsts Model Options

## -- C --

CompareBstsModels | Compare bsts models

## -- D --

DateRange | Date Range
DateRangeHoliday | Specifying Holidays
DateToPOSIX | Convert to POSIXt
DayPlot | Descriptive Plots
dirm | Dynamic intercept regression model
DirmModelOptions | Specify Options for a Dynamic Intercept Regression Model
DynamicRegressionArOptions | Dynamic Regression State Component
DynamicRegressionHierarchicalRandomWalkOptions | Dynamic Regression State Component
DynamicRegressionOptions | Dynamic Regression State Component
DynamicRegressionRandomWalkOptions | Dynamic Regression State Component

## -- E --

EstimateTimeScale | Intervals between dates
ExtendTime | Extends a vector of dates to a given length

## -- F --

FixedDateHoliday | Specifying Holidays

## -- G --

gdp | Gross Domestic Product for 57 Countries
GeometricSequence | Create a Geometric Sequence
GetFractionOfDaysInInitialMonth | Compute membership fractions
GetFractionOfDaysInInitialQuarter | Compute membership fractions
GOOG | Google stock price
goog | Google stock price

## -- H --

HarveyCumulator | HarveyCumulator
HasDuplicateTimestamps | Checking for Regularity
HierarchicalRegressionHolidayStateModel | Regression Based Holiday Models
Holiday | Specifying Holidays
holiday | Specifying Holidays

## -- I --

iclaims | Initial Claims Data
initial.claims | Initial Claims Data
IsRegular | Checking for Regularity

## -- L --

LastDayInMonth | Find the last day in a month
LastWeekdayInMonthHoliday | Specifying Holidays
LongToWide | Convert Between Wide and Long Format

## -- M --

MATCH.NumericTimestamps | Match Numeric Timestamps
MatchWeekToMonth | Find the month containing a week
MaxWindowWidth | Maximum Window Width for a Holiday
MaxWindowWidth.DateRangeHoliday | Maximum Window Width for a Holiday
MaxWindowWidth.default | Maximum Window Width for a Holiday
mbsts | Multivariate Bayesian Structural Time Series
mbsts.prediction | Prediction for Multivariate Bayesian Structural Time Series
MonthDistance | Elapsed time in months
MonthlyAnnualCycle | Monthly Annual Cycle State Component
MonthPlot | Descriptive Plots

## -- N --

named.holidays | Holidays Recognized by Name
NamedHoliday | Specifying Holidays
new.home.sales | New home sales and Google trends
NoDuplicates | Checking for Regularity
NoGaps | Checking for Regularity
NthWeekdayInMonthHoliday | Specifying Holidays

## -- P --

plot.bsts | Plotting functions for Bayesian structural time series
plot.bsts.mixed | Plotting functions for mixed frequency Bayesian structural time series
plot.bsts.prediction | Plot predictions from Bayesian structural time series
plot.mbsts | Plotting Functions for Multivariate Bayesian Structural Time Series
plot.mbsts.prediction | Plot Multivariate Bsts Predictions
PlotBstsCoefficients | Plotting functions for Bayesian structural time series
PlotBstsComponents | Plotting functions for Bayesian structural time series
PlotBstsForecastDistribution | Plotting functions for Bayesian structural time series
PlotBstsMixedComponents | Plotting functions for mixed frequency Bayesian structural time series
PlotBstsMixedState | Plotting functions for mixed frequency Bayesian structural time series
PlotBstsPredictionErrors | Plotting functions for Bayesian structural time series
PlotBstsPredictors | Plot the most likely predictors
PlotBstsResiduals | Plotting functions for Bayesian structural time series
PlotBstsSize | Plotting functions for Bayesian structural time series
PlotBstsState | Plotting functions for Bayesian structural time series
PlotDynamicRegression | Plotting functions for Bayesian structural time series
PlotHoliday | Plot Holiday Effects
PlotMbstsSeriesMeans | Plotting Functions for Multivariate Bayesian Structural Time Series
PlotMonthlyAnnualCycle | Plotting functions for Bayesian structural time series
PlotSeasonalEffect | Plotting functions for Bayesian structural time series
predict.bsts | Prediction for Bayesian Structural Time Series
predict.mbsts | Prediction for Multivariate Bayesian Structural Time Series

## -- Q --

qqdist | Diagnostic Plots
Quarter | Find the quarter in which a date occurs

## -- R --

RandomWalkHolidayStateModel | Random Walk Holiday State Model
RegressionHolidayStateModel | Regression Based Holiday Models
RegularizeTimestamps | Produce a Regular Series of Time Stamps
RegularizeTimestamps.Date | Produce a Regular Series of Time Stamps
RegularizeTimestamps.default | Produce a Regular Series of Time Stamps
RegularizeTimestamps.numeric | Produce a Regular Series of Time Stamps
RegularizeTimestamps.POSIXt | Produce a Regular Series of Time Stamps
residuals.bsts | Residuals from a bsts Object
retail.sales | Retail sales, excluding food services
RSXFS | Retail sales, excluding food services
rsxfs | Retail sales, excluding food services

## -- S --

shark | Shark Attacks in Florida.
Shorten | Shorten long names
SimulateFakeMixedFrequencyData | Simulate fake mixed frequency data
SpikeSlabArPrior | Spike and Slab Priors for AR Processes
state.specification | Add a state component to a Bayesian structural time series model
StateSizes | Compute state dimensions
StateSpecification | Add a state component to a Bayesian structural time series model
SuggestBurn | Suggested burn-in size
summary.bsts | Summarize a Bayesian structural time series object

## -- T --

turkish | Turkish Electricity Usage

## -- W --

weekday.names | Days of the Week
WeekEndsMonth | Check to see if a week contains the end of a month or quarter
WeekEndsQuarter | Check to see if a week contains the end of a month or quarter
WideToLong | Convert Between Wide and Long Format

## -- Y --

YearMonToPOSIX | Convert to POSIXt
YearPlot | Descriptive Plots