DGS5 |
5 Year Treasury Yield |
GDP |
US GDP Seasonally Adjusted |
NA000334Q |
US GDP Not Seasonally Adjusted |
SP500 |
S&P 500 |
stsm_bdiag |
Build a block diagonal matrix from two matrices |
stsm_build_dates |
Build the date sequence as a Date type |
stsm_check_exo |
Data check for input exo |
stsm_check_exo_fc |
Data check for input exo.fc |
stsm_check_y |
Data check for input y |
stsm_constraints |
Set the inequality constraints for estimation |
stsm_coxstuart |
Cox-Stuart Test |
stsm_dates_to_interpolate |
Create dates to interpolate |
stsm_detect_anomalies |
Detect Anomalies |
stsm_detect_breaks |
Detect Structural Breaks |
stsm_detect_cycle |
Detect cycle from the data |
stsm_detect_frequency |
Detect frequency and dates from the data |
stsm_detect_multiplicative |
Detect if log transformation is best |
stsm_detect_seasonality |
Detect seasonality from the data |
stsm_detect_trend |
Detect trend type |
stsm_estimate |
Trend cycle seasonal decomposition using the Kalman filter. |
stsm_filter |
Kalman Filter |
stsm_fixed_pars |
Fixed parameter setting |
stsm_forecast |
Kalman Filter and Forecast |
stsm_format_exo |
Format exo |
stsm_init_pars |
Get initial parameter estimates for estimation |
stsm_na_kalman |
Missing Value Imputation by Kalman Smoothing and State Space Models |
stsm_prior |
Return a naive model prior decomposition |
stsm_ssm |
State space model |
UNRATE |
Unemployment Rate Seasonally Adjusted |
UNRATENSA |
Unemployment Rate Not Seasonally Adjusted |