UComp: Automatic Unobserved Components Models

Comprehensive analysis and forecasting of univariate time series using automatic unobserved components models and algorithms. Pedregal, DJ (2022) <doi:10.18637/jss.v103.i09>, 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>.

Package details

AuthorDiego J. Pedregal [aut, cre] (<https://orcid.org/0000-0003-4958-0969>)
MaintainerDiego J. Pedregal <Diego.Pedregal@uclm.es>
Package repositoryView on CRAN
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UComp documentation built on Aug. 17, 2022, 5:07 p.m.