Learn R Programming

UComp (version 5.1.7)

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

288

Version

5.1.7

License

GPL-3

Maintainer

Diego J. Pedregal

Last Published

February 3rd, 2026

Functions in UComp (5.1.7)

UCcommand

UCcommand
TETSestim

TETSestim
UCcomponents

UCcomponents
UC

UC
TETSvalidate

TETSvalidate
auxInvBoxCox

auxInvBoxCox
box.cox

box.cox
ident

ident
UCdisturb

UCdisturb
UCestim

UCestim
UCvalidate

UCvalidate
USgdp

US GDP
getp0

getp0
arma2tsi

arma2tsi
cusum

cusum
conv

conv
armaFilter

armaFilter
plotBar

plotBar
inv.box.cox

inv.box.cox
plotSlide

plotSlide
gaussTest

gaussTest
gdp

Spanish GDP
invBoxCox

invBoxCox
acft

acft
tests

tests
UComp

UComp
UChp

UChp
tsDisplay

tsDisplay
plus_one

plus_one
predict.UComp

predict.UComp
colMedians

colMedians
ch4

Methane concentration at Cape Grim in Australia
slideAux

slideAux
airpas

Airpassengers in Spain
rowMedians

rowMedians
sales

Sales index for large retailers in Spain
dif

dif
UCforecast

UCforecast
UCfilter

UCfilter
UCsetup

UCsetup
sumStats

sumStats
zplane

zplane
varTest

varTest
plotAcfPacf

plotAcfPacf
ipi

Spanish Industrial Production Index
UCsmooth

UCsmooth
size

size
slide

slide
extract

extract
removeNaNs

removeNaNs
roots

roots
Accuracy

Accuracy
ARIMAestim

ARIMAestim
ARIMA

ARIMA
BIC.UComp

BIC.UComp
ARIMAvalidate

ARIMAvalidate
ARIMAforecast

ARIMAforecast
ETS

ETS
ARIMAsetup

ARIMAsetup
ETScomponents

ETScomponents
AIC.UComp

AIC.UComp
ETSsetup

ETSsetup
ETSvalidate

ETSvalidate
ETSestim

ETSestim
TETSforecast

TETSforecast
OECDgdp

OECD GDP
TETSsetup

TETSsetup
TETScomponents

TETScomponents
ETSforecast

ETSforecast
TETS

TETS