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.
Version: | 0.6 |
Depends: | KFAS |
Suggests: | knitr |
Published: | 2015-11-06 |
DOI: | 10.32614/CRAN.package.rucm |
Author: | Kaushik Roy Chowdhury |
Maintainer: | Kaushik Roy Chowdhury <kaushikrch at gmail.com> |
BugReports: | https://github.com/kaushikrch/rucm/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | no |
Materials: | README NEWS |
CRAN checks: | rucm results |
Reference manual: | rucm.pdf |
Vignettes: |
Unobserved Component Models in R |
Package source: | rucm_0.6.tar.gz |
Windows binaries: | r-devel: rucm_0.6.zip, r-release: rucm_0.6.zip, r-oldrel: rucm_0.6.zip |
macOS binaries: | r-release (arm64): rucm_0.6.tgz, r-oldrel (arm64): rucm_0.6.tgz, r-release (x86_64): rucm_0.6.tgz, r-oldrel (x86_64): rucm_0.6.tgz |
Old sources: | rucm archive |
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