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UComp (version 5.0.4)

Automatic Univariate Time Series Modelling of many Kinds

Description

Comprehensive analysis and forecasting of univariate time series using automatic time series models of many kinds. Harvey AC (1989) . Pedregal DJ and Young PC (2002) . Durbin J and Koopman SJ (2012) . Hyndman RJ, Koehler AB, Ord JK, and Snyder RD (2008) . Gómez V, Maravall A (2000) . Pedregal DJ, Trapero JR and Holgado E (2024) .

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Version

Install

install.packages('UComp')

Monthly Downloads

506

Version

5.0.4

License

GPL-3

Maintainer

Diego J. Pedregal

Last Published

July 26th, 2024

Functions in UComp (5.0.4)

PTSestim

PTSestim
TETSestim

TETSestim
UC

UC
TETSsetup

TETSsetup
TETSvalidate

TETSvalidate
PTSsetup

PTSsetup
PTSvalidate

PTSvalidate
PTScomponents

PTScomponents
UCmodel

UCmodel
UComp

UComp
UCestim

UCestim
UCdisturb

UCdisturb
acft

acft
airpas

Airpassengers in Spain
colMedians

colMedians
ch4

Methane concentration at Cape Grim in Australia
UChp

UChp
TETSmodel

TETSmodel
UCfilter

UCfilter
dif

dif
extract

extract
plot.ETS

plot.ETS
modelUC2arma

modelUC2arma
modelUC2PTS

modelUC2PTS
plot.ARIMA

plot.ARIMA
getp0

getp0
slide

slide
plus_one

plus_one
plotSlide

plotSlide
slideAux

slideAux
gdp

Spanish GDP
summary.ARIMA

summary.ARIMA
TETS

TETS
UCvalidate

UCvalidate
sumStats

sumStats
cusum

cusum
conv

conv
TETScomponents

TETScomponents
summary.ETS

summary.ETS
invBoxCox

invBoxCox
USgdp

US GDP
summary.PTS

summary.PTS
arma2tsi

arma2tsi
plotAcfPacf

plotAcfPacf
UCcomponents

UCcomponents
ipi

Spanish Industrial Production Index
UCsetup

UCsetup
plotBar

plotBar
box.cox

box.cox
auxInvBoxCox

auxInvBoxCox
size

size
sales

Sales index for large retailers in Spain
ident

ident
UCsmooth

UCsmooth
residuals.ETS

residuals.ETS
inv.box.cox

inv.box.cox
removeNaNs

removeNaNs
predict.UComp

predict.UComp
print.ARIMA

print.ARIMA
tsDisplay

tsDisplay
varTest

varTest
armaFilter

armaFilter
zplane

zplane
fitted.ETS

fitted.ETS
roots

roots
rowMedians

rowMedians
gaussTest

gaussTest
summary.TETS

summary.TETS
tests

tests
ARIMAsetup

ARIMAsetup
BIC.UComp

BIC.UComp
ARIMAestim

ARIMAestim
ARIMAvalidate

ARIMAvalidate
AIC.UComp

AIC.UComp
ETScomponents

ETScomponents
ARIMA

ARIMA
ARIMAmodel

ARIMAmodel
Accuracy

Accuracy
ETS

ETS
PTS2modelUC

PTS2modelUC
ETSsetup

ETSsetup
ETSmodel

ETSmodel
PTSmodel

PTSmodel
OECDgdp

OECD GDP
ETSestim

ETSestim
PTS

PTS
ETSvalidate

ETSvalidate