Automatic Unobserved Components and Other Time Series Models
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Documentation for package ‘UComp’ version 4.0.2
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| Accuracy | Accuracy |
| acft | acft |
| AIC.UComp | AIC.UComp |
| airpas | Airpassengers in Spain |
| arma2tsi | arma2tsi |
| armaFilter | armaFilter |
| auxInvBoxCox | auxInvBoxCox |
| BIC.UComp | BIC.UComp |
| ch4 | Methane concentration at Cape Grim in Australia |
| colMedians | colMedians |
| conv | conv |
| cusum | cusum |
| dif | dif |
| ETS | ETS |
| ETScomponents | ETScomponents |
| ETSestim | ETSestim |
| ETSmodel | ETSmodel |
| ETSsetup | ETSsetup |
| ETSvalidate | ETSvalidate |
| extract | extract |
| fitted.ETS | fitted.ETS |
| fitted.PTS | fitted.ETS |
| gaussTest | gaussTest |
| gdp | Spanish GDP |
| getp0 | getp0 |
| ident | ident |
| invBoxCox | invBoxCox |
| ipi | Spanish Industrial Production Index |
| modelUC2arma | modelUC2arma |
| modelUC2PTS | modelUC2PTS |
| OECDgdp | OECD GDP |
| plot.ETS | plot.ETS |
| plot.PTS | plot.ETS |
| plotAcfPacf | plotAcfPacf |
| plotBar | plotBar |
| plotSlide | plotSlide |
| plus_one | plus_one |
| predict.UComp | predict.UComp |
| print.ETS | print.ETS |
| print.PTS | print.ETS |
| PTS | PTS |
| PTS2modelUC | PTS2modelUC |
| PTScomponents | PTScomponents |
| PTSestim | PTSestim |
| PTSmodel | PTSmodel |
| PTSsetup | PTSsetup |
| PTSvalidate | PTSvalidate |
| removeNaNs | removeNaNs |
| residuals.ETS | residuals.ETS |
| residuals.PTS | residuals.ETS |
| roots | roots |
| rowMedians | rowMedians |
| sales | Sales index for large retailers in Spain |
| size | size |
| slide | slide |
| slideAux | slideAux |
| summary.ETS | summary.ETS |
| summary.PTS | summary.PTS |
| sumStats | sumStats |
| tests | tests |
| tsDisplay | tsDisplay |
| UC | UC |
| UCcomponents | UCcomponents |
| UCdisturb | UCdisturb |
| UCestim | UCestim |
| UCfilter | UCfilter |
| UChp | UChp |
| UCmodel | UCmodel |
| UComp | UComp |
| UCsetup | UCsetup |
| UCsmooth | UCsmooth |
| UCvalidate | UCvalidate |
| USgdp | US GDP |
| varTest | varTest |
| zplane | zplane |