> ## Documentation Index
> Fetch the complete documentation index at: https://docs.fincept.in/llms.txt
> Use this file to discover all available pages before exploring further.

# Unobserved components

> Structural time-series models estimated by Kalman filter: local level, local linear trend, smooth trend, seasonal, cycle and autoregressive components with exogenous regressors; component variances, smoothed components and forecasts with intervals.

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](/guides/fincept-ts-forecast). Full schemas: `fincept_describe_tool`.


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