Previous Page | Next Page

The UCM Procedure

Getting Started: UCM Procedure

The analysis of time series using the UCMs involves recognizing the salient features present in the series and modeling them suitably. The UCM procedure provides a variety of models for estimating and forecasting the commonly observed features in time series. These models are discussed in detail later in the section An Introduction to Unobserved Component Models. First the procedure is illustrated using an example.

Previous Page | Next Page | Top of Page