forecast v2.17


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


Date 2011-04-06
LazyData yes
LazyLoad yes
License GPL (>= 2)
Packaged 2011-04-06 05:18:38 UTC; hyndman
Repository CRAN
Date/Publication 2011-04-06 10:12:05

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