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 |
Maintainer | Kaushik Roy Chowdhury <kaushikrch@gmail.com> |
License | GPL (>= 2) |
Version | 0.6.2 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.