forecast v2.02
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 | |
| seasonaldummy | Seasonal dummy variables | |
| ses | Exponential smoothing forecasts | |
| arima.errors | ARIMA errors | |
| meanf | Mean Forecast | |
| forecast.ets | Forecasting using ETS models | |
| ets | Exponential smoothing state space model | |
| thetaf | Theta method forecast | |
| BoxCox | Box Cox Transformation | |
| sindexf | Forecast seasonal index | |
| croston | Forecasts for intermittent demand using Croston's method | |
| seasonplot | Seasonal plot | |
| forecast.Arima | Forecasting using ARIMA models | |
| splinef | Cubic Spline Forecast | |
| logLik.ets | Log-Likelihood of an ets object | |
| Arima | Fit ARIMA model to univariate time series | |
| forecast | Forecasting time series | |
| monthdays | Number of days in each season | |
| ndiffs | Number of differences | |
| forecast.HoltWinters | Forecasting using Holt-Winters objects | |
| accuracy | Accuracy measures for forecast model | |
| wineind | Australian total wine sales | |
| dm.test | Diebold-Mariano test for predictive accuracy | |
| seasadj | Seasonal adjustment | |
| gold | Daily morning gold prices | |
| plot.forecast | Forecast plot | |
| fitted.Arima | One-step in-sample forecasts using ARIMA models | |
| plot.ets | Plot components from ETS model | |
| na.interp | Interpolate missing values in a time series | |
| gas | Australian monthly gas production | |
| tsdisplay | Time series display | |
| rwf | Random Walk Forecast | |
| auto.arima | Fit best ARIMA model to univariate time series | |
| forecast.StructTS | Forecasting using Structural Time Series models | |
| simulate.ets | Simulation from an ETS model | |
| woolyrnq | Quarterly production of woollen yarn in Australia | |
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Details
| Date | 2009-12-23 |
| LazyData | yes |
| LazyLoad | yes |
| License | GPL (>= 2) |
| URL | http://www.robjhyndman.com/software/forecast/ |
| Packaged | 2009-12-23 06:59:19 UTC; hyndman |
| Repository | CRAN |
| Date/Publication | 2009-12-23 08:18:26 |
| depends | base (>= 2.0.0) , graphics , R (>= 2.0.0) , stats , tseries |
| Contributors | Rob Hyndman |
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