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UComp (version 5.1.5)

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

271

Version

5.1.5

License

GPL-3

Maintainer

Diego J. Pedregal

Last Published

November 18th, 2025

Functions in UComp (5.1.5)

ARIMA

ARIMA
AIC.UComp

AIC.UComp
ETSestim

ETSestim
ETSforecast

ETSforecast
TETScomponents

TETScomponents
TETSestim

TETSestim
ETSsetup

ETSsetup
ETSvalidate

ETSvalidate
TETSsetup

TETSsetup
UCfilter

UCfilter
UCforecast

UCforecast
TETSforecast

TETSforecast
UCcomponents

UCcomponents
UCcommand

UCcommand
TETSvalidate

TETSvalidate
TETS

TETS
UChp

UChp
UComp

UComp
ARIMAsetup

ARIMAsetup
UCvalidate

UCvalidate
ETS

ETS
UCdisturb

UCdisturb
ETScomponents

ETScomponents
acft

acft
UCestim

UCestim
ARIMAvalidate

ARIMAvalidate
OECDgdp

OECD GDP
USgdp

US GDP
airpas

Airpassengers in Spain
ident

ident
getp0

getp0
dif

dif
ipi

Spanish Industrial Production Index
box.cox

box.cox
UCsetup

UCsetup
auxInvBoxCox

auxInvBoxCox
UC

UC
UCsmooth

UCsmooth
inv.box.cox

inv.box.cox
invBoxCox

invBoxCox
plotAcfPacf

plotAcfPacf
varTest

varTest
plotBar

plotBar
plus_one

plus_one
slide

slide
size

size
extract

extract
predict.UComp

predict.UComp
conv

conv
cusum

cusum
plotSlide

plotSlide
zplane

zplane
rowMedians

rowMedians
sales

Sales index for large retailers in Spain
tsDisplay

tsDisplay
tests

tests
armaFilter

armaFilter
arma2tsi

arma2tsi
colMedians

colMedians
slideAux

slideAux
removeNaNs

removeNaNs
ch4

Methane concentration at Cape Grim in Australia
roots

roots
sumStats

sumStats
gaussTest

gaussTest
gdp

Spanish GDP
ARIMAestim

ARIMAestim
BIC.UComp

BIC.UComp
ARIMAforecast

ARIMAforecast
Accuracy

Accuracy