forecast v2.06
0
Monthly downloads
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 | |
| Arima | Fit ARIMA model to univariate time series | |
| forecast.HoltWinters | Forecasting using Holt-Winters objects | |
| ndiffs | Number of differences | |
| rwf | Random Walk Forecast | |
| arfima | Fit a fractionally differenced ARFIMA model | |
| seasonaldummy | Seasonal dummy variables | |
| plot.ets | Plot components from ETS model | |
| fitted.Arima | One-step in-sample forecasts using ARIMA models | |
| simulate.ets | Simulation from a time series model | |
| auto.arima | Fit best ARIMA model to univariate time series | |
| plot.forecast | Forecast plot | |
| na.interp | Interpolate missing values in a time series | |
| splinef | Cubic Spline Forecast | |
| logLik.ets | Log-Likelihood of an ets object | |
| ets | Exponential smoothing state space model | |
| woolyrnq | Quarterly production of woollen yarn in Australia | |
| seasadj | Seasonal adjustment | |
| monthdays | Number of days in each season | |
| BoxCox | Box Cox Transformation | |
| forecast.StructTS | Forecasting using Structural Time Series models | |
| seasonplot | Seasonal plot | |
| ses | Exponential smoothing forecasts | |
| thetaf | Theta method forecast | |
| arima.errors | ARIMA errors | |
| gold | Daily morning gold prices | |
| sindexf | Forecast seasonal index | |
| forecast | Forecasting time series | |
| dm.test | Diebold-Mariano test for predictive accuracy | |
| meanf | Mean Forecast | |
| croston | Forecasts for intermittent demand using Croston's method | |
| forecast.Arima | Forecasting using ARIMA or ARFIMA models | |
| tsdisplay | Time series display | |
| accuracy | Accuracy measures for forecast model | |
| forecast.ets | Forecasting using ETS models | |
| wineind | Australian total wine sales | |
| No Results! | ||
Last month downloads
Details
| Date | 2010-07-29 |
| LazyData | yes |
| LazyLoad | yes |
| License | GPL (>= 2) |
| URL | http://robjhyndman.com/software/forecast/ |
| Packaged | 2010-07-29 06:44:30 UTC; hyndman |
| Repository | CRAN |
| Date/Publication | 2010-07-29 09:13:38 |
| depends | base (>= 2.0.0) , fracdiff , graphics , R (>= 2.0.0) , stats , tseries |
| Contributors | Rob Hyndman |
Include our badge in your README
[](http://www.rdocumentation.org/packages/forecast)