Learn R Programming

UComp (version 5.1.1)

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) .

Copy Link

Version

Install

install.packages('UComp')

Monthly Downloads

354

Version

5.1.1

License

GPL-3

Maintainer

Diego J. Pedregal

Last Published

July 21st, 2025

Functions in UComp (5.1.1)

ARIMA

ARIMA
ETSsetup

ETSsetup
ARIMAvalidate

ARIMAvalidate
ARIMAsetup

ARIMAsetup
UCestim

UCestim
armaFilter

armaFilter
UCcomponents

UCcomponents
UCdisturb

UCdisturb
auxInvBoxCox

auxInvBoxCox
TETS

TETS
ETSvalidate

ETSvalidate
UC

UC
UCvalidate

UCvalidate
getp0

getp0
UCsmooth

UCsmooth
ident

ident
USgdp

US GDP
acft

acft
UCforecast

UCforecast
TETSvalidate

TETSvalidate
UChp

UChp
box.cox

box.cox
ch4

Methane concentration at Cape Grim in Australia
UCfilter

UCfilter
inv.box.cox

inv.box.cox
conv

conv
colMedians

colMedians
ipi

Spanish Industrial Production Index
UCsetup

UCsetup
slide

slide
UComp

UComp
size

size
invBoxCox

invBoxCox
extract

extract
print.ARIMA

print.ARIMA
plotBar

plotBar
plotSlide

plotSlide
fitted.ETS

fitted.ETS
tsDisplay

tsDisplay
plot.ARIMA

plot.ARIMA
plotAcfPacf

plotAcfPacf
gaussTest

gaussTest
slideAux

slideAux
gdp

Spanish GDP
plot.ETS

plot.ETS
sumStats

sumStats
sales

Sales index for large retailers in Spain
rowMedians

rowMedians
varTest

varTest
summary.TETS

summary.TETS
airpas

Airpassengers in Spain
dif

dif
plus_one

plus_one
arma2tsi

arma2tsi
cusum

cusum
predict.UComp

predict.UComp
tests

tests
zplane

zplane
removeNaNs

removeNaNs
summary.ARIMA

summary.ARIMA
summary.ETS

summary.ETS
residuals.ETS

residuals.ETS
roots

roots
ARIMAestim

ARIMAestim
AIC.UComp

AIC.UComp
ETS

ETS
BIC.UComp

BIC.UComp
ARIMAforecast

ARIMAforecast
Accuracy

Accuracy
ETScomponents

ETScomponents
ETSestim

ETSestim
TETSsetup

TETSsetup
ETSforecast

ETSforecast
TETSforecast

TETSforecast
TETScomponents

TETScomponents
TETSestim

TETSestim
OECDgdp

OECD GDP