forecast v2.08


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
monthdays Number of days in each season
splinef Cubic Spline Forecast
accuracy Accuracy measures for forecast model
fitted.Arima One-step in-sample forecasts using ARIMA models
sindexf Forecast seasonal index
gold Daily morning gold prices
gas Australian monthly gas production
meanf Mean Forecast
thetaf Theta method forecast
arfima Fit a fractionally differenced ARFIMA model
ets Exponential smoothing state space model
ndiffs Number of differences
forecast Forecasting time series
seasonaldummy Seasonal dummy variables
woolyrnq Quarterly production of woollen yarn in Australia
BoxCox Box Cox Transformation
seasonplot Seasonal plot
rwf Random Walk Forecast
Arima Fit ARIMA model to univariate time series
tsdisplay Time series display
forecast.HoltWinters Forecasting using Holt-Winters objects
dm.test Diebold-Mariano test for predictive accuracy
forecast.StructTS Forecasting using Structural Time Series models
wineind Australian total wine sales
arima.errors ARIMA errors
seasadj Seasonal adjustment
na.interp Interpolate missing values in a time series
plot.forecast Forecast plot
forecast.Arima Forecasting using ARIMA or ARFIMA models
logLik.ets Log-Likelihood of an ets object
forecast.ets Forecasting using ETS models
auto.arima Fit best ARIMA model to univariate time series
simulate.ets Simulation from a time series model
croston Forecasts for intermittent demand using Croston's method
ses Exponential smoothing forecasts
plot.ets Plot components from ETS model
No Results!

Last month downloads


Date 2010-09-22
LazyData yes
LazyLoad yes
License GPL (>= 2)
Packaged 2010-09-22 04:09:27 UTC; hyndman
Repository CRAN
Date/Publication 2010-09-22 14:59:13

Include our badge in your README