rucm: Implementation of Unobserved Components Model (UCM)

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.

Install the latest version of this package by entering the following in R:
install.packages("rucm")
AuthorKaushik Roy Chowdhury
Date of publication2015-11-06 10:28:01
MaintainerKaushik Roy Chowdhury <kaushikrch@gmail.com>
LicenseGPL (>= 2)
Version0.6

View on CRAN

Files

inst
inst/doc
inst/doc/rucm_vignettes.html
inst/doc/rucm_vignettes.R
inst/doc/rucm_vignettes.Rmd
NAMESPACE
NEWS
R
R/rucm-package.R R/ucm.R R/print.ucm.R R/predict.ucm.R
vignettes
vignettes/rucm_vignettes.Rmd
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/ucm.Rd man/predict.ucm.Rd man/rucm-package.Rd man/print.ucm.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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