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.
|Author:||Kaushik Roy Chowdhury|
|Maintainer:||Kaushik Roy Chowdhury <kaushikrch at gmail.com>|
|License:||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]|
|CRAN checks:||rucm results|
Unobserved Component Models in R
|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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