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 |
| 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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