  The package provides multivariate time series models for structural analysis,
allowing one to extract latent signals such as trends or seasonality. Models
are fitted using maximum likelihood estimation, allowing for non-stationarity,
fixed regression effects, and ragged-edge missing values. Simple types of
extreme values can be corrected using the device of entropy maximization. Model
adequacy is assessed through residual diagnostics, and model-based signal
extraction filters can be assessed in time domain and frequency domain.
Extracted signals are produced with uncertainty measures that account for
sample edge effects and missing values, and the signals (as well as the
original time series) can be forecasted.
