UComp

Last update 4 May 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 4.0.0, 4.0.1, 4.0.2, PACKAGES.rds, 1.0, 1.1, 2.0, 2.1.1, 2.1.2, 2.1, 2.2.1, 2.2.2, 2.2.3, 2.2, 5.0.0, 5.0.2, 5.0.4, 5.0.5, 5.0.6, 5.1.1, 5.1.2, 5.1.3, 5.1.4, 5.1.5, 5.1.7, 5.1.9, 5.1, 5.2, 5.3.1

Description

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>.

Cites work

A Companion to Economic Forecasting
A course in time series analysis. Lectures of the ECAS '97, Madrid, Spain, September 15--19, 1997
Demand forecasting under lost sales stock policies
Forecasting with Exponential Smoothing
Forecasting, Structural Time Series Models and the Kalman Filter
Time Series Analysis by State Space Methods

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