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).
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.
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.