forecast v2.03

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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 Forecasting time series
gold Daily morning gold prices
na.interp Interpolate missing values in a time series
meanf Mean Forecast
ses Exponential smoothing forecasts
forecast.ets Forecasting using ETS models
dm.test Diebold-Mariano test for predictive accuracy
forecast.Arima Forecasting using ARIMA models
arima.errors ARIMA errors
tsdisplay Time series display
accuracy Accuracy measures for forecast model
splinef Cubic Spline Forecast
seasonaldummy Seasonal dummy variables
forecast.StructTS Forecasting using Structural Time Series models
seasonplot Seasonal plot
wineind Australian total wine sales
BoxCox Box Cox Transformation
ets Exponential smoothing state space model
forecast.HoltWinters Forecasting using Holt-Winters objects
monthdays Number of days in each season
gas Australian monthly gas production
fitted.Arima One-step in-sample forecasts using ARIMA models
Arima Fit ARIMA model to univariate time series
woolyrnq Quarterly production of woollen yarn in Australia
auto.arima Fit best ARIMA model to univariate time series
plot.forecast Forecast plot
croston Forecasts for intermittent demand using Croston's method
plot.ets Plot components from ETS model
seasadj Seasonal adjustment
thetaf Theta method forecast
sindexf Forecast seasonal index
ndiffs Number of differences
simulate.ets Simulation from an ETS model
rwf Random Walk Forecast
logLik.ets Log-Likelihood of an ets object
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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 07:30:08 UTC; hyndman
Repository CRAN
Date/Publication 2009-12-24 10:42:08

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