forecast v2.16


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


Date 2011-03-06
LazyData yes
LazyLoad yes
License GPL (>= 2)
Packaged 2011-03-06 22:32:44 UTC; hyndman
Repository CRAN
Date/Publication 2011-03-07 05:40:20

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