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Install
install.packages('forecast')
Monthly Downloads
295,288
Version
2.06
License
GPL (>= 2)
Maintainer
Rob Hyndman
Last Published
July 29th, 2010
Functions in forecast (2.06)
Search functions
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