UComp: Automatic Univariate Time Series Modelling of many Kinds

Comprehensive analysis and forecasting of univariate time series using automatic time series models of many kinds. Harvey AC (1989) <doi:10.1017/CBO9781107049994>. Pedregal DJ and Young PC (2002) <doi:10.1002/9780470996430>. Durbin J and Koopman SJ (2012) <doi:10.1093/acprof:oso/9780199641178.001.0001>. Hyndman RJ, Koehler AB, Ord JK, and Snyder RD (2008) <doi:10.1007/978-3-540-71918-2>. Gómez V, Maravall A (2000) <doi:10.1002/9781118032978>. Pedregal DJ, Trapero JR and Holgado E (2024) <doi:10.1016/j.ijforecast.2023.09.004>.

Getting started

Package details

AuthorDiego J. Pedregal [aut, cre] (<https://orcid.org/0000-0003-4958-0969>)
MaintainerDiego J. Pedregal <Diego.Pedregal@uclm.es>
LicenseGPL-3
Version5.0.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("UComp")

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UComp documentation built on Sept. 11, 2024, 6:39 p.m.