tsissm
cranv1.0.2Linear Innovations State Space Unobserved Components Model. Unobserved components time series model using the linear innovations state space representation (single source of error) with choice of error distributions and option for dynamic variance. Methods for estimation using automatic differentiation, automatic model selection and ensembling, prediction, f
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curl https://depscope.dev/api/check/cran/tsissmFirst published · 2025-07-12 20:51:15
Last updated · 2025-07-12T19:20:02+00:00