Last data update: 2014.03.03

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Results 1 - 4 of 4 found.
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ucm (Package: rucm) : Unobserved components methods for a time series

Function ucm decomposes a time series into components such as trend, seasonal, cycle, and the regression effects due to predictor series using Unobserved Components Model (UCM).
● Data Source: CranContrib
● Keywords:
● Alias: ucm
● 0 images

predict.ucm (Package: rucm) : Unobserved Components Model Predictions

Function predict.ucm predicts the future observations of an Unobserved Components Model. The ucm function returns an object model of class SSModel which is then further used in predict.SSModel.
● Data Source: CranContrib
● Keywords:
● Alias: predict.ucm
● 0 images

rucm (Package: rucm) : rucm: Functions to model and predict a time series using Unobserved Components Model

Package rucm contains functions to model and predict a time series using Unobserved Components Model (UCM) (Harvey (1989)) which decomposes the series into its salient components of trend, seasons, cycles, and regression effects due to predictors.
● Data Source: CranContrib
● Keywords:
● Alias: rucm, rucm-package
● 0 images

print.ucm (Package: rucm) : Print ucm Object

Print ucm Object
● Data Source: CranContrib
● Keywords:
● Alias: print.ucm
● 0 images