forecast v2.11
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 | |
fitted.Arima | One-step in-sample forecasts using ARIMA models | |
forecast.StructTS | Forecasting using Structural Time Series models | |
Arima | Fit ARIMA model to univariate time series | |
forecast.HoltWinters | Forecasting using Holt-Winters objects | |
ndiffs | Number of differences | |
ets | Exponential smoothing state space model | |
plot.forecast | Forecast plot | |
dm.test | Diebold-Mariano test for predictive accuracy | |
gold | Daily morning gold prices | |
accuracy | Accuracy measures for forecast model | |
splinef | Cubic Spline Forecast | |
ses | Exponential smoothing forecasts | |
BoxCox | Box Cox Transformation | |
meanf | Mean Forecast | |
rwf | Random Walk Forecast | |
forecast.ets | Forecasting using ETS models | |
arima.errors | ARIMA errors | |
forecast.Arima | Forecasting using ARIMA or ARFIMA models | |
auto.arima | Fit best ARIMA model to univariate time series | |
woolyrnq | Quarterly production of woollen yarn in Australia | |
forecast | Forecasting time series | |
seasonaldummy | Seasonal dummy variables | |
na.interp | Interpolate missing values in a time series | |
logLik.ets | Log-Likelihood of an ets object | |
monthdays | Number of days in each season | |
seasadj | Seasonal adjustment | |
wineind | Australian total wine sales | |
thetaf | Theta method forecast | |
gas | Australian monthly gas production | |
arfima | Fit a fractionally differenced ARFIMA model | |
sindexf | Forecast seasonal index | |
plot.ets | Plot components from ETS model | |
seasonplot | Seasonal plot | |
croston | Forecasts for intermittent demand using Croston's method | |
tsdisplay | Time series display | |
simulate.ets | Simulation from a time series model | |
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Details
Date | 2010-11-04 |
LazyData | yes |
LazyLoad | yes |
License | GPL (>= 2) |
URL | http://robjhyndman.com/software/forecast/ |
Packaged | 2010-11-04 01:26:55 UTC; hyndman |
Repository | CRAN |
Date/Publication | 2010-11-04 07:15:09 |
depends | base (>= 2.0.0) , fracdiff , graphics , R (>= 2.0.0) , stats , tseries |
Contributors | Rob Hyndman |
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