forecast v2.01
0
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by Rob Hyndman
Forecasting functions for time series
Methods and tools for displaying and analysing univariate
time series forecasts including exponential smoothing via state
space models and automatic ARIMA modelling.
Functions in forecast
| Name | Description | |
| forecast.Arima | Forecasting using ARIMA models | |
| forecast.ets | Forecasting using ETS models | |
| gas | Australian monthly gas production | |
| gold | Daily morning gold prices | |
| forecast.HoltWinters | Forecasting using Holt-Winters objects | |
| plot.forecast | Forecast plot | |
| croston | Forecasts for intermittent demand using Croston's method | |
| logLik.ets | Log-Likelihood of an ets object | |
| fitted.Arima | One-step in-sample forecasts using ARIMA models | |
| accuracy | Accuracy measures for forecast model | |
| BoxCox | Box Cox Transformation | |
| splinef | Cubic Spline Forecast | |
| forecast | Forecasting time series | |
| ets | Exponential smoothing state space model | |
| Arima | Fit ARIMA model to univariate time series | |
| plot.ets | Plot components from ETS model | |
| seasonplot | Seasonal plot | |
| simulate.ets | Simulation from an ETS model | |
| tsdisplay | Time series display | |
| seasonaldummy | Seasonal dummy variables | |
| sindexf | Forecast seasonal index | |
| monthdays | Number of days in each season | |
| ses | Exponential smoothing forecasts | |
| na.interp | Interpolate missing values in a time series | |
| rwf | Random Walk Forecast | |
| seasadj | Seasonal adjustment | |
| woolyrnq | Quarterly production of woollen yarn in Australia | |
| wineind | Australian total wine sales | |
| forecast.StructTS | Forecasting using Structural Time Series models | |
| meanf | Mean Forecast | |
| thetaf | Theta method forecast | |
| ndiffs | Number of differences | |
| auto.arima | Fit best ARIMA model to univariate time series | |
| dm.test | Diebold-Mariano test for predictive accuracy | |
| arima.errors | ARIMA errors | |
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Details
| Date | 2009-09-14 |
| LazyData | yes |
| LazyLoad | yes |
| License | GPL (>= 2) |
| URL | http://www.robjhyndman.com/software/forecast/ |
| Packaged | 2009-09-14 07:27:37 UTC; hyndman |
| Repository | CRAN |
| Date/Publication | 2009-09-18 20:24:40 |
| depends | base (>= 2.0.0) , graphics , R (>= 2.0.0) , stats , tseries |
| Contributors | Rob Hyndman |
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