bug fix to structural break detection with exogenous data
#autostsm 3.1.3
Minor changes
bug fix to weekly seasonal detection
#autostsm 3.1.2
Minor changes
using sentinel “_PACKAGE”
#autostsm 3.1.1
Major changes
updated to fix issue calculating unobserved series at time 0 when
there are lags
Minor changes
bug fixes involving exogenous inputs
#autostsm 3.1
Minor changes
bug fixes involving exogenous inputs
#autostsm 3.0.4
Minor changes
updated required version of kalmanfilter package
#autostsm 3.0.3
Minor changes
updated to use the kalmanfilter package rather than have its own
internal Kalman filter routine, the kalmanfilter package is actually the
Kalman filter routine that was built in this package
#autostsm 3.0.2
Minor Changes
updated Rcpp code to handle deprecation of << assignment
operator
autostsm 3.0.1
Bug fixes
setting deterministic models wrongly set other parameters to
fixed
build issues forced package to no longer depend on data.table but
imports it
autostsm 3.0
Major changes
Added ability to use exogenous data in the observation and/or state
equations with options to specify what variables enter the equation for
each unobserved components using R’s formula syntax
Bug fixes
check for stationary cycle didn’t work as expected
an error occurred when no constraints were being used
an error occurred during seasonal detection for a specific case
setting cycle to trig didn’t work as expected
fixed some typos in the vignette
updated vignette for exogenous observation and state data
autostsm 2.1
Major changes
added structural break detection for the drift and trend
selection
added more user specified settings including setting cycle with
NULL, FALSE, trig, arma with user specified arma order
Bug fixes
arma and cycle selection didn’t work as expected
autostsm 2.0
Major changes
Added structural interpolation models to interpolate lower frequency
time series to a higher frequency (i.e quarterly to monthly)
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