forecast v2.04


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


Date 2010-04-16
LazyData yes
LazyLoad yes
License GPL (>= 2)
Packaged 2010-04-16 12:15:31 UTC; hyndman
Repository CRAN
Date/Publication 2010-04-16 16:04:11

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