forecast v2.15


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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
arima.errors ARIMA errors
accuracy Accuracy measures for forecast model
tsdisplay Time series display
plot.ets Plot components from ETS model
logLik.ets Log-Likelihood of an ets object
splinef Cubic Spline Forecast
seasonplot Seasonal plot
forecast.stl Forecasting using stl objects
BoxCox Box Cox Transformation
forecast Forecasting time series
seasadj Seasonal adjustment
forecast.lm Forecast a linear model with possible time series components
plot.forecast Forecast plot
ndiffs Number of differences
forecast.StructTS Forecasting using Structural Time Series models
monthdays Number of days in each season
gold Daily morning gold prices
forecast.Arima Forecasting using ARIMA or ARFIMA models
Arima Fit ARIMA model to univariate time series
thetaf Theta method forecast
tslm Fit a linear model with time series components
na.interp Interpolate missing values in a time series
croston Forecasts for intermittent demand using Croston's method
seasonaldummy Seasonal dummy variables
forecast.ets Forecasting using ETS models
auto.arima Fit best ARIMA model to univariate time series
naive Naive forecasts
forecast.HoltWinters Forecasting using Holt-Winters objects
woolyrnq Quarterly production of woollen yarn in Australia
dm.test Diebold-Mariano test for predictive accuracy
wineind Australian total wine sales
ses Exponential smoothing forecasts
arfima Fit a fractionally differenced ARFIMA model
simulate.ets Simulation from a time series model
sindexf Forecast seasonal index
rwf Random Walk Forecast
fitted.Arima One-step in-sample forecasts using ARIMA models
meanf Mean Forecast
ets Exponential smoothing state space model
gas Australian monthly gas production
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Last month downloads


Date 2011-03-05
LazyData yes
LazyLoad yes
License GPL (>= 2)
Packaged 2011-03-05 06:42:45.278 UTC; hyndman
Repository CRAN
Date/Publication 2011-03-05 16:40:09

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