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UComp (version 5.1)

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

5.1

License

GPL-3

Maintainer

Diego J. Pedregal

Last Published

April 2nd, 2025

Functions in UComp (5.1)

TETSforecast

TETSforecast
TETS

TETS
ETSestim

ETSestim
ETSvalidate

ETSvalidate
OECDgdp

OECD GDP
TETScomponents

TETScomponents
ETSsetup

ETSsetup
TETSestim

TETSestim
TETSsetup

TETSsetup
ETSforecast

ETSforecast
TETSvalidate

TETSvalidate
UCestim

UCestim
UC

UC
ch4

Methane concentration at Cape Grim in Australia
UCforecast

UCforecast
UCcomponents

UCcomponents
UComp

UComp
box.cox

box.cox
UCsetup

UCsetup
UChp

UChp
USgdp

US GDP
armaFilter

armaFilter
auxInvBoxCox

auxInvBoxCox
acft

acft
UCfilter

UCfilter
arma2tsi

arma2tsi
UCvalidate

UCvalidate
getp0

getp0
ident

ident
UCsmooth

UCsmooth
UCdisturb

UCdisturb
airpas

Airpassengers in Spain
conv

conv
colMedians

colMedians
fitted.ETS

fitted.ETS
plotAcfPacf

plotAcfPacf
gaussTest

gaussTest
gdp

Spanish GDP
extract

extract
plot.ETS

plot.ETS
plotSlide

plotSlide
ipi

Spanish Industrial Production Index
plotBar

plotBar
plus_one

plus_one
print.ARIMA

print.ARIMA
predict.UComp

predict.UComp
removeNaNs

removeNaNs
plot.ARIMA

plot.ARIMA
summary.TETS

summary.TETS
tests

tests
sumStats

sumStats
slideAux

slideAux
residuals.ETS

residuals.ETS
roots

roots
slide

slide
size

size
dif

dif
cusum

cusum
inv.box.cox

inv.box.cox
zplane

zplane
sales

Sales index for large retailers in Spain
invBoxCox

invBoxCox
rowMedians

rowMedians
summary.ARIMA

summary.ARIMA
summary.ETS

summary.ETS
tsDisplay

tsDisplay
varTest

varTest
ETS

ETS
ETScomponents

ETScomponents
ARIMAsetup

ARIMAsetup
AIC.UComp

AIC.UComp
ARIMAestim

ARIMAestim
Accuracy

Accuracy
ARIMAforecast

ARIMAforecast
BIC.UComp

BIC.UComp
ARIMA

ARIMA
ARIMAvalidate

ARIMAvalidate