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UComp (version 5.1.2)

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) .

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Version

Install

install.packages('UComp')

Monthly Downloads

407

Version

5.1.2

License

GPL-3

Maintainer

Diego J. Pedregal

Last Published

October 21st, 2025

Functions in UComp (5.1.2)

TETSsetup

TETSsetup
TETSvalidate

TETSvalidate
UComp

UComp
UC

UC
UCsetup

UCsetup
UCfilter

UCfilter
armaFilter

armaFilter
auxInvBoxCox

auxInvBoxCox
UCestim

UCestim
box.cox

box.cox
ch4

Methane concentration at Cape Grim in Australia
UChp

UChp
cusum

cusum
arma2tsi

arma2tsi
dif

dif
UCforecast

UCforecast
airpas

Airpassengers in Spain
colMedians

colMedians
conv

conv
plotSlide

plotSlide
plotBar

plotBar
removeNaNs

removeNaNs
print.ARIMA

print.ARIMA
plot.ETS

plot.ETS
inv.box.cox

inv.box.cox
invBoxCox

invBoxCox
plus_one

plus_one
UCsmooth

UCsmooth
UCvalidate

UCvalidate
predict.UComp

predict.UComp
gaussTest

gaussTest
gdp

Spanish GDP
plotAcfPacf

plotAcfPacf
slide

slide
size

size
summary.ARIMA

summary.ARIMA
USgdp

US GDP
UCcomponents

UCcomponents
UCdisturb

UCdisturb
getp0

getp0
plot.ARIMA

plot.ARIMA
ipi

Spanish Industrial Production Index
acft

acft
ident

ident
zplane

zplane
extract

extract
summary.ETS

summary.ETS
residuals.ETS

residuals.ETS
tests

tests
roots

roots
slideAux

slideAux
fitted.ETS

fitted.ETS
summary.TETS

summary.TETS
sumStats

sumStats
rowMedians

rowMedians
tsDisplay

tsDisplay
varTest

varTest
sales

Sales index for large retailers in Spain
ARIMAvalidate

ARIMAvalidate
Accuracy

Accuracy
ARIMAsetup

ARIMAsetup
ETS

ETS
ARIMA

ARIMA
ETScomponents

ETScomponents
ARIMAestim

ARIMAestim
ARIMAforecast

ARIMAforecast
AIC.UComp

AIC.UComp
BIC.UComp

BIC.UComp
TETSestim

TETSestim
TETScomponents

TETScomponents
TETS

TETS
TETSforecast

TETSforecast
OECDgdp

OECD GDP
ETSforecast

ETSforecast
ETSvalidate

ETSvalidate
ETSsetup

ETSsetup
ETSestim

ETSestim