Changes from version 3.0.0 to 4.0.0 * ETS models a la Hyndman added with same syntax than UC * Multiple diagnostic statistics and other useful tools (tests, zplane, etc.) * Some tools added to perform slide forecasting (slide and plotSlide) Changes from version 2.2.3 to 3.0.0 * Added models: td (trend with fixed slope), linear (seasonal model as in standard BSM) * Time-Varying regression terms for input variables * Box-Cox lambda automatic identification * New inputs trendOptions, seasonalOptions and irregularOptions introduced * Some bugs fixed Changes from version 2.2.2 to 2.2.3 * minor bugs fixed Changes from version 2.2.1 to 2.2.2 * Arma identification deactivated in some weird cases * minor bugs fixed Changes from version 2.2 to 2.2.1 * Help documentation improved * Bugs fixed Changes from version 2.1.2 to 2.2 * New function getp0 to get initial conditions of parameters * Output table of UCvalidate changed to show parameters and their asymptotic s.e. in the original parameter space * Many bugs fixed. Among them the most important are NaNs in covariance of parameters * New fields added to UComp objects: covariance matrix of estimates (covp); number of iterations in estimation (iter) * Zero components not return to make plot(model) prittier. * Labels added to estimated states. * Documentation improved. * Sales time series removed. * Predict function extended to prediction intervals Changes from version 2.2 to 3.0 * Random Walk with drift model added * Inputs trendOptions, seasonalOptions, irregularOptions added * Regression with inputs with time varying parameters * Some bugs fixed * Wrapper functions simplified