fit_bsts {STCCGEV} | R Documentation |
Fit a Bayesian Structural Time Series (BSTS) Model
Description
Fits a BSTS model for a time series y, given a vector or matrix of covariates z.
Usage
fit_bsts(y, z, lags = 0, MCMC.iter = 5000)
Arguments
y |
A numeric vector (time series response variable). |
z |
A numeric vector or matrix (covariates). |
lags |
Integer, number of lags for the autoregressive component. |
MCMC.iter |
Integer, number of MCMC iterations. |
Value
A fitted BSTS model.
[Package STCCGEV version 1.0.0 Index]