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rucm  

Implementation of Unobserved Components Model (UCM)
View on CRAN: Click here


Download and install rucm package within the R console
Install from CRAN:
install.packages("rucm")

Install from Github:
library("remotes")
install_github("cran/rucm")

Install by package version:
library("remotes")
install_version("rucm", "0.6")



Attach the package and use:
library("rucm")
Maintained by
Kaushik Roy Chowdhury
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-08-26
Latest Update: 2015-11-06
Description:
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.
How to cite:
Kaushik Roy Chowdhury (2014). rucm: Implementation of Unobserved Components Model (UCM). R package version 0.6, https://cran.r-project.org/web/packages/rucm. Accessed 21 Nov. 2024.
Previous versions and publish date:
0.3 (2014-08-26 22:55), 0.4 (2014-09-07 15:18), 0.5 (2015-11-02 18:12)
Other packages that cited rucm R package
View rucm citation profile
Other R packages that rucm depends, imports, suggests or enhances
Complete documentation for rucm
Functions, R codes and Examples using the rucm R package
Some associated functions: predict.ucm . print.ucm . rucm-package . ucm . 
Some associated R codes: predict.ucm.R . print.ucm.R . rucm-package.R . ucm.R .  Full rucm package functions and examples
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