CRAN/E | rucm

rucm

Implementation of Unobserved Components Model (UCM)

Installation

About

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.

Bug report File report

Key Metrics

Version 0.6
Published 2015-11-06 3262 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks rucm results

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Maintainer

Maintainer

Kaushik Roy Chowdhury

Authors

Kaushik Roy Chowdhury

Material

README
NEWS
Reference manual
Package source

Vignettes

Unobserved Component Models in R

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

rucm archive

Depends

KFAS

Suggests

knitr