forecast v2.14


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

Last month downloads


Date 2011-03-04
LazyData yes
LazyLoad yes
License GPL (>= 2)
Packaged 2011-03-04 06:15:40.578 UTC; hyndman
Repository CRAN
Date/Publication 2011-03-04 14:49:44

Include our badge in your README