Automatic Univariate Time Series Modelling of many Kinds

Comprehensive analysis and forecasting of univariate time series using automatic time series models of many kinds. Harvey AC (1989) . Pedregal DJ and Young PC (2002) . Durbin J and Koopman SJ (2012) . Hyndman RJ, Koehler AB, Ord JK, and Snyder RD (2008) . Gómez V, Maravall A (2000) . Pedregal DJ, Trapero JR and Holgado E (2024) .


Reference manual

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install.packages("UComp")

5.3.1 by Diego J. Pedregal, 5 months ago


Browse source code at https://github.com/cran/UComp


Authors: Diego J. Pedregal [aut, cre] (ORCID:


Documentation:   PDF Manual  


GPL-3 license


Imports ggplot2, gridExtra, tsibble, tsoutliers, stats, ggforce, utils, parallel

Depends on Rcpp

Suggests knitr, rmarkdown

Linking to Rcpp, RcppArmadillo


See at CRAN