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UComp (version 5.1.4)

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

5.1.4

License

GPL-3

Maintainer

Diego J. Pedregal

Last Published

October 22nd, 2025

Functions in UComp (5.1.4)

OECDgdp

OECD GDP
TETSforecast

TETSforecast
ETSvalidate

ETSvalidate
ETSsetup

ETSsetup
TETSestim

TETSestim
ETSforecast

ETSforecast
UC

UC
TETSvalidate

TETSvalidate
UCforecast

UCforecast
arma2tsi

arma2tsi
box.cox

box.cox
ch4

Methane concentration at Cape Grim in Australia
airpas

Airpassengers in Spain
UChp

UChp
UCsmooth

UCsmooth
TETSsetup

TETSsetup
UCdisturb

UCdisturb
UCvalidate

UCvalidate
UCcomponents

UCcomponents
UComp

UComp
conv

conv
colMedians

colMedians
UCsetup

UCsetup
plus_one

plus_one
dif

dif
cusum

cusum
plot.ETS

plot.ETS
gdp

Spanish GDP
gaussTest

gaussTest
acft

acft
ipi

Spanish Industrial Production Index
getp0

getp0
ident

ident
USgdp

US GDP
UCestim

UCestim
auxInvBoxCox

auxInvBoxCox
armaFilter

armaFilter
UCfilter

UCfilter
rowMedians

rowMedians
plot.ARIMA

plot.ARIMA
plotSlide

plotSlide
plotBar

plotBar
sales

Sales index for large retailers in Spain
extract

extract
fitted.ETS

fitted.ETS
slide

slide
zplane

zplane
invBoxCox

invBoxCox
size

size
inv.box.cox

inv.box.cox
plotAcfPacf

plotAcfPacf
summary.TETS

summary.TETS
tests

tests
slideAux

slideAux
removeNaNs

removeNaNs
predict.UComp

predict.UComp
tsDisplay

tsDisplay
varTest

varTest
print.ARIMA

print.ARIMA
sumStats

sumStats
summary.ARIMA

summary.ARIMA
summary.ETS

summary.ETS
roots

roots
residuals.ETS

residuals.ETS
Accuracy

Accuracy
AIC.UComp

AIC.UComp
ARIMAestim

ARIMAestim
ETS

ETS
ARIMAvalidate

ARIMAvalidate
ARIMAforecast

ARIMAforecast
ARIMA

ARIMA
ETScomponents

ETScomponents
BIC.UComp

BIC.UComp
ARIMAsetup

ARIMAsetup
ETSestim

ETSestim
TETS

TETS
TETScomponents

TETScomponents