rucm: Implementation of Unobserved Components Model (UCM)

Unobserved Components Models (introduced in Harvey, A. (1989), Forecasting, structural time series models and the Kalman filter, Cambridge New York: Cambridge University Press) decomposes a time series into components such as trend, seasonal, cycle, and the regression effects due to predictor series which captures the salient features of the series to predict its behavior.

Version: 0.6
Depends: KFAS
Suggests: knitr
Published: 2015-11-06
DOI: 10.32614/CRAN.package.rucm
Author: Kaushik Roy Chowdhury
Maintainer: Kaushik Roy Chowdhury <kaushikrch at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README NEWS
CRAN checks: rucm results


Reference manual: rucm.pdf
Vignettes: Unobserved Component Models in R


Package source: rucm_0.6.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): rucm_0.6.tgz, r-oldrel (arm64): rucm_0.6.tgz, r-release (x86_64): rucm_0.6.tgz, r-oldrel (x86_64): rucm_0.6.tgz
Old sources: rucm archive


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