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Unobserved Components Models (introduced in Harvey, A. (1989), Forecasting, structural time series models and the Kalman filter, Cambridge New York: Cambridge University Press) decomposes a time series into components such as trend, seasonal, cycle, and the regression effects due to predictor series which captures the salient features of the series to predict its behavior.
Package details 


Author  Kaushik Roy Chowdhury 
Date of publication  20151106 10:28:01 
Maintainer  Kaushik Roy Chowdhury <kaushikrch@gmail.com> 
License  GPL (>= 2) 
Version  0.6 
Package repository  View on CRAN 
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