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forecast (version 2.04)

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

2.04

License

GPL (>= 2)

Maintainer

Rob Hyndman

Last Published

April 16th, 2010

Functions in forecast (2.04)

Australian monthly gas production

forecast.HoltWinters

Forecasting using Holt-Winters objects

Accuracy measures for forecast model

Quarterly production of woollen yarn in Australia

Plot components from ETS model

Exponential smoothing forecasts

Exponential smoothing state space model

Log-Likelihood of an ets object

One-step in-sample forecasts using ARIMA models

forecast.StructTS

Forecasting using Structural Time Series models

Cubic Spline Forecast

Random Walk Forecast

Number of days in each season

Interpolate missing values in a time series

Forecasting time series

Simulation from an ETS model

Fit best ARIMA model to univariate time series

Australian total wine sales

Forecasting using ETS models

Fit ARIMA model to univariate time series

Forecast seasonal index

Forecasts for intermittent demand using Croston's method

Seasonal adjustment

Forecasting using ARIMA models

Seasonal dummy variables

Time series display

Theta method forecast

Box Cox Transformation

Diebold-Mariano test for predictive accuracy

Daily morning gold prices

Number of differences