Package: UComp 5.0.0

Diego J. Pedregal

UComp:Automatic Univariate Time Series Modelling of many Kinds

Comprehensive analysis and forecasting of univariate time series using automatic time series models of many kinds. Harvey AC (1989) <doi:10.1017/CBO9781107049994>. Pedregal DJ and Young PC (2002) <doi:10.1002/9780470996430>. Durbin J and Koopman SJ (2012) <doi:10.1093/acprof:oso/9780199641178.001.0001>. Hyndman RJ, Koehler AB, Ord JK, and Snyder RD (2008) <doi:10.1007/978-3-540-71918-2>. Gómez V, Maravall A (2000) <doi:10.1002/9781118032978>. Pedregal DJ, Trapero JR and Holgado E (2024) <doi:10.1016/j.ijforecast.2023.09.004>.

Authors:Diego J. Pedregal [aut, cre]

UComp_5.0.0.tar.gz
UComp_5.0.0.tar.gz(r-4.5-noble)UComp_5.0.0.tar.gz(r-4.4-noble)
UComp_5.0.0.tgz(r-4.4-emscripten)UComp_5.0.0.tgz(r-4.3-emscripten)
UComp.pdf |UComp.html✨
UComp/json (API)

# InstallUComp in R:

install.packages('UComp',repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3
openmp– GCC OpenMP (GOMP) support library

Datasets:

OECDgdp - OECD GDP
USgdp - US GDP
airpas - Airpassengers in Spain
ch4 - Methane concentration at Cape Grim in Australia
gdp - Spanish GDP
ipi - Spanish Industrial Production Index
sales - Sales index for large retailers in Spain

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

67 exports 1 stars 0.23 score 61 dependencies 351 downloads

Last updated 8 days agofrom:53ffd7ff2c

Exports:Accuracy acft ARIMA ARIMAestim ARIMAmodel ARIMAsetup ARIMAvalidate arma2tsi armaFilter auxInvBoxCox box.cox colMedians conv cusum dif ETS ETScomponents ETSestim ETSmodel ETSsetup ETSvalidate extract gaussTest getp0 ident inv.box.cox invBoxCox modelUC2arma modelUC2PTS plotAcfPacf plotBar plotSlide plus_one PTS PTS2modelUC PTScomponents PTSestim PTSmodel PTSsetup PTSvalidate removeNaNs roots rowMedians size slide slideAux sumStats tests TETS TETScomponents TETSestim TETSmodel TETSsetup TETSvalidate tsDisplay UC UCcomponents UCdisturb UCestim UCfilter UChp UCmodel UCsetup UCsmooth UCvalidate varTest zplane

Dependencies:anytime BH cli colorspace cpp11 curl dplyr ellipsis fansi farver forecast fracdiff generics ggforce ggplot2 glue gridExtra gtable isoband jsonlite labeling lattice lifecycle lmtest lubridate magrittr MASS Matrix mgcv munsell nlme nnet pillar pkgconfig polyclip quadprog quantmod R6 RColorBrewer Rcpp RcppArmadillo RcppEigen rlang scales systemfonts tibble tidyselect timechange timeDate tseries tsibble tsoutliers TTR tweenr urca utf8 vctrs viridisLite withr xts zoo

Citation

Readme and manuals

Help Manual

Help page	Topics
Accuracy	Accuracy
acft	acft
AIC.UComp	AIC.UComp
Airpassengers in Spain	airpas
ARIMA	ARIMA
ARIMAestim	ARIMAestim
ARIMAmodel	ARIMAmodel
ARIMAsetup	ARIMAsetup
ARIMAvalidate	ARIMAvalidate
arma2tsi	arma2tsi
armaFilter	armaFilter
auxInvBoxCox	auxInvBoxCox
BIC.UComp	BIC.UComp
box.cox	box.cox
Methane concentration at Cape Grim in Australia	ch4
colMedians	colMedians
conv	conv
cusum	cusum
dif	dif
ETS	ETS
ETScomponents	ETScomponents
ETSestim	ETSestim
ETSmodel	ETSmodel
ETSsetup	ETSsetup
ETSvalidate	ETSvalidate
extract	extract
fitted.ETS	fitted.ETS fitted.PTS fitted.TETS
gaussTest	gaussTest
Spanish GDP	gdp
getp0	getp0
ident	ident
inv.box.cox	inv.box.cox
invBoxCox	invBoxCox
Spanish Industrial Production Index	ipi
modelUC2arma	modelUC2arma
modelUC2PTS	modelUC2PTS
OECD GDP	OECDgdp
plot.ARIMA	plot.ARIMA
plot.ETS	plot.ETS plot.PTS plot.TETS
plotAcfPacf	plotAcfPacf
plotBar	plotBar
plotSlide	plotSlide
plus_one	plus_one
predict.UComp	predict.UComp
print.ARIMA	print.ARIMA print.ETS print.PTS print.TETS
PTS	PTS
PTS2modelUC	PTS2modelUC
PTScomponents	PTScomponents
PTSestim	PTSestim
PTSmodel	PTSmodel
PTSsetup	PTSsetup
PTSvalidate	PTSvalidate
removeNaNs	removeNaNs
residuals.ETS	residuals.ETS residuals.PTS residuals.TETS
roots	roots
rowMedians	rowMedians
Sales index for large retailers in Spain	sales
size	size
slide	slide
slideAux	slideAux
summary.ARIMA	summary.ARIMA
summary.ETS	summary.ETS
summary.PTS	summary.PTS
summary.TETS	summary.TETS
sumStats	sumStats
tests	tests
TETS	TETS
TETScomponents	TETScomponents
TETSestim	TETSestim
TETSmodel	TETSmodel
TETSsetup	TETSsetup
TETSvalidate	TETSvalidate
tsDisplay	tsDisplay
UC	UC
UCcomponents	UCcomponents
UCdisturb	UCdisturb
UCestim	UCestim
UCfilter	UCfilter
UChp	UChp
UCmodel	UCmodel
UComp	UComp-package UComp
UCsetup	UCsetup
UCsmooth	UCsmooth
UCvalidate	UCvalidate
US GDP	USgdp
varTest	varTest
zplane	zplane

Package: UComp 5.0.0

UComp:Automatic Univariate Time Series Modelling of many Kinds

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)