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| AddAr | AR(p) state component |
| AddDynamicRegression | Dynamic Regression State Component |
| AddFixedDateHoliday | Holiday state models |
| AddGeneralizedLocalLinearTrend | A generalized local linear trend state component |
| AddLastWeekdayInMonthHoliday | Holiday state models |
| AddLocalLevel | Local level trend state component |
| AddLocalLinearTrend | Local linear trend state component |
| AddNamedHolidays | Holiday state models |
| AddNthWeekdayInMonthHoliday | Holiday state models |
| AddSeasonal | Seasonal state component |
| AddStudentLocalLinearTrend | Robust local linear trend |
| AddTrig | Trigonometric seasonal state component |
| AggregateTimeSeries | Aggregate a fine time series to a coarse summary |
| AggregateWeeksToMonths | Aggregate a weekly time series to monthly |
| bsts | Bayesian structural time series |
| bsts.holdout.prediction.errors | One step prediction errors on a holdout sample |
| bsts.mixed | Models for mixed frequency time series |
| bsts.prediction | Prediction for bayesian structural time series |
| bsts.prediction.errors | One step prediction errors |
| CompareBstsModels | Compare bsts models |
| EstimateTimeScale | Intervals between dates |
| ExtendTime | Extends a vector of dates to a given length |
| GetFractionOfDaysInInitialMonth | Compute membership fractions |
| GetFractionOfDaysInInitialQuarter | Compute membership fractions |
| GOOG | Google stock price |
| goog | Google stock price |
| HarveyCumulator | HarveyCumulator |
| iclaims | Initial Claims Data |
| initial.claims | Initial Claims Data |
| LastDayInMonth | Find the last day in a month |
| MatchWeekToMonth | Find the month containing a week |
| MonthDistance | Elapsed time in months |
| NamedHolidays | Holiday state models |
| new.home.sales | New home sales and Google trends |
| plot.bsts | Plotting functions for Bayesian structural time series |
| plot.bsts.mixed | Plotting functions for mixed frequency Bayesian structural time series |
| plot.bsts.prediction | Plot predictions from Bayesian structural time series |
| PlotBstsCoefficients | Plotting functions for Bayesian structural time series |
| PlotBstsComponents | Plotting functions for Bayesian structural time series |
| PlotBstsForecastDistribution | Plotting functions for Bayesian structural time series |
| PlotBstsMixedComponents | Plotting functions for mixed frequency Bayesian structural time series |
| PlotBstsMixedState | Plotting functions for mixed frequency Bayesian structural time series |
| PlotBstsPredictionErrors | Plotting functions for Bayesian structural time series |
| PlotBstsPredictors | Plot the most likely predictors |
| PlotBstsResiduals | Plotting functions for Bayesian structural time series |
| PlotBstsSize | Plotting functions for Bayesian structural time series |
| PlotBstsState | Plotting functions for Bayesian structural time series |
| PlotDynamicRegression | Plotting functions for Bayesian structural time series |
| PlotHolidays | Plot bsts holidays |
| PlotSeasonalEffect | Plotting functions for Bayesian structural time series |
| predict.bsts | Prediction for bayesian structural time series |
| Quarter | Find the quarter in which a date occurs |
| residuals.bsts | Residuals from a bsts Object |
| retail.sales | Retail sales, excluding food services |
| RSXFS | Retail sales, excluding food services |
| rsxfs | Retail sales, excluding food services |
| Shorten | Shorten long names |
| SimulateFakeMixedFrequencyData | Simulate fake mixed frequency data |
| state.specification | Add a state component to a Bayesian structural time series model |
| StateSizes | Compute state dimensions |
| StateSpecification | Add a state component to a Bayesian structural time series model |
| SuggestBurn | Suggested burn-in size |
| summary.bsts | Summarize a Bayesian structural time series object |
| TimeSeriesBoxplot | A time series of boxplots |
| WeekEndsMonth | Check to see if a week contains the end of a month or quarter |
| WeekEndsQuarter | Check to see if a week contains the end of a month or quarter |