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forecTheta (version 1.0)

Forecasting Time Series by Theta Method

Description

Routines for forecasting univariate time series using Theta Method and Optimised Theta Method (Fioruci et al, 2015). Contains two cross-validation routines of Tashman (2000).

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Version

Install

install.packages('forecTheta')

Monthly Downloads

3,029

Version

1.0

License

GPL (>= 2)

Maintainer

Jose Augusto Fioruci

Last Published

April 15th, 2015

Functions in forecTheta (1.0)

forecast

Optimised Theta Method
crossValidation

Generalised Rolling Origin Evaluation
forecTheta-package

Forecasting Time Series by Theta Method
errorMetric

Error Metric Function