rucm: Implementation of Unobserved Components Model (UCM)
Version 0.6

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

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

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rucm documentation built on May 30, 2017, 2:27 a.m.