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Error in predicting future values using UCM (Unobserved Components Model)
#18
opened Nov 29, 2021 by
MarcoVende
rucm does not forecast forward with independent variables (not a SSM)
#17
opened Jun 25, 2021 by
JMB-151i5
Ran ucm using exogenous variable (multi-variate). How can I get break up by each component i.e effect of Exogenous variable , trend,seasonal dummies. I am actually trying to find fitted values which ignores affect of exogenous variables as I coded outliers as exogenous
#14
opened Aug 20, 2018 by
RajeshB24
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