autostsm 3.0

Major changes

• Added ability to use exogenous date 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)