#autostsm 3.1.5
Minor changes
- bug fix to work with data.table >= 1.15
#autostsm 3.1.4
Minor changes
- 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)