Unobserved components

Toolset tsforecast_structural: 1 tool.

Tool	What it does	Notes
`tsforecast_ucm`	Fits unobserved-components (structural) models to one series (y) or every series of a panel (data) by Kalman-filter maximum likelihood: a level or trend specification (local level, local linear trend, smooth trend, random walk with drift, deterministic trend …), stochastic seasonal of any period, cycle, autoregressive component and exogenous regressors.

Inputs, limits and outputs are described in Fincept TS Forecast. Full schemas: fincept_describe_tool.