State Space Models in R 1
Learning Objectives:
- Fit simple state space models in R
- Interpret simple state space models from R
- Make forecasts using simple state space models in R
Data & Software
Software installation requirements
R Tutorial
More complex time-series models: Part 1
R Tutorial Part 1
State space modeling tutorial: Part 1
R_tutorial_new
library(dplyr) library(mvgam) Also requires collapse to be installed data(“portal_data”) portal_data %>% mvgam requires a ’time’ variable be present in the data to index the temporal observations. This is especially important when tracking multiple time series.
R_tutorial_new_notes
library(dplyr) library(mvgam) Also requires collapse to be installed data(“portal_data”) portal_data %>% mvgam requires a ’time’ variable be present in the data to index the temporal observations. This is especially important when tracking multiple time series.