Implementation of Unobserved Components Model (UCM)


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Documentation for package ‘rucm’ version 0.6

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rucm-package rucm: Functions to model and predict a time series using Unobserved Components Model
predict.ucm Unobserved Components Model Predictions
print.ucm Print ucm Object
rucm rucm: Functions to model and predict a time series using Unobserved Components Model
ucm Unobserved components methods for a time series