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UComp (version 5.1.3)

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

5.1.3

License

GPL-3

Maintainer

Diego J. Pedregal

Last Published

October 21st, 2025

Functions in UComp (5.1.3)

UCdisturb

UCdisturb
TETSvalidate

TETSvalidate
UCsmooth

UCsmooth
armaFilter

armaFilter
OECDgdp

OECD GDP
auxInvBoxCox

auxInvBoxCox
UCvalidate

UCvalidate
conv

conv
colMedians

colMedians
UCestim

UCestim
ETSforecast

ETSforecast
ETSestim

ETSestim
ARIMAsetup

ARIMAsetup
invBoxCox

invBoxCox
predict.UComp

predict.UComp
plus_one

plus_one
inv.box.cox

inv.box.cox
UCfilter

UCfilter
TETScomponents

TETScomponents
TETSestim

TETSestim
size

size
UCforecast

UCforecast
arma2tsi

arma2tsi
USgdp

US GDP
TETS

TETS
slideAux

slideAux
dif

dif
UChp

UChp
varTest

varTest
tsDisplay

tsDisplay
sumStats

sumStats
slide

slide
zplane

zplane
summary.ARIMA

summary.ARIMA
getp0

getp0
acft

acft
plot.ARIMA

plot.ARIMA
ident

ident
summary.TETS

summary.TETS
ipi

Spanish Industrial Production Index
UC

UC
removeNaNs

removeNaNs
cusum

cusum
TETSforecast

TETSforecast
box.cox

box.cox
ch4

Methane concentration at Cape Grim in Australia
extract

extract
fitted.ETS

fitted.ETS
print.ARIMA

print.ARIMA
TETSsetup

TETSsetup
tests

tests
plot.ETS

plot.ETS
airpas

Airpassengers in Spain
plotAcfPacf

plotAcfPacf
roots

roots
residuals.ETS

residuals.ETS
sales

Sales index for large retailers in Spain
UComp

UComp
rowMedians

rowMedians
UCsetup

UCsetup
summary.ETS

summary.ETS
gaussTest

gaussTest
gdp

Spanish GDP
plotBar

plotBar
plotSlide

plotSlide
ARIMAforecast

ARIMAforecast
AIC.UComp

AIC.UComp
ETS

ETS
ETScomponents

ETScomponents
ARIMAvalidate

ARIMAvalidate
BIC.UComp

BIC.UComp
ARIMA

ARIMA
ARIMAestim

ARIMAestim
Accuracy

Accuracy
ETSsetup

ETSsetup
ETSvalidate

ETSvalidate
UCcomponents

UCcomponents