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forecast (version 2.00)

Forecasting functions for time series

Description

Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.

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Version

Install

install.packages('forecast')

Monthly Downloads

428,345

Version

2.00

License

GPL (>= 2)

Maintainer

Rob Hyndman

Last Published

September 7th, 2009

Functions in forecast (2.00)

Exponential smoothing state space model

Fit best ARIMA model to univariate time series

Forecasting using ETS models

One-step in-sample forecasts using ARIMA models

Forecasting using ARIMA models

Forecasting time series

Forecasts for intermittent demand using Croston's method

Number of differences

Australian total wine sales

Accuracy measures for forecast model

Australian monthly gas production

forecast.StructTS

Forecasting using Structural Time Series models

Exponential smoothing forecasts

Theta method forecast

Random Walk Forecast

Interpolate missing values in a time series

Diebold-Mariano test for predictive accuracy

Plot components from ETS model

Seasonal dummy variables

Seasonal adjustment

Log-Likelihood of an ets object

Box Cox Transformation

Simulation from an ETS model

Daily morning gold prices

Cubic Spline Forecast

Forecast seasonal index

Number of days in each season

Fit ARIMA model to univariate time series

forecast.HoltWinters

Forecasting using Holt-Winters objects

Time series display

Quarterly production of woollen yarn in Australia