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forecast (version 2.03)

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

191,858

Version

2.03

License

GPL (>= 2)

Maintainer

Rob Hyndman

Last Published

December 24th, 2009

Functions in forecast (2.03)

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