Automatic Identification and Forecasting of Structural Unobserved Components Models with UComp
UComp is a powerful library for building unobserved components models, useful for forecasting and other important operations, such us de-trending, cycle analysis, seasonal adjustment, signal extraction, etc. One of the most outstanding features that makes UComp unique among its class of related soft...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2022-08-01
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| Series: | Journal of Statistical Software |
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| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/4274 |