You can find all you need in
https://github.com/qsmol01/Bayesian
Instructions:
Part 1
Download all files in this git, open Drive_1.R and set this folder as working folder.
Follow the instruction to input PM2.5 index and city.
A bayesian inference result for next iteration in this time series will be displayed.
Part 2
Open BSTS.R, run it and see the result
Author：Yi Le
Date：Novermber, 2017
@ George Washington University