forecast v2.19
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.HoltWinters | Forecasting using Holt-Winters objects | |
| naive | Naive forecasts | |
| arfima | Fit a fractionally differenced ARFIMA model | |
| forecast | Forecasting time series | |
| accuracy | Accuracy measures for forecast model | |
| forecast.stl | Forecasting using stl objects | |
| ets | Exponential smoothing state space model | |
| wineind | Australian total wine sales | |
| seasadj | Seasonal adjustment | |
| decompose | Classical Seasonal Decomposition by Moving Averages | |
| croston | Forecasts for intermittent demand using Croston's method | |
| na.interp | Interpolate missing values in a time series | |
| sindexf | Forecast seasonal index | |
| forecast.ets | Forecasting using ETS models | |
| thetaf | Theta method forecast | |
| Arima | Fit ARIMA model to univariate time series | |
| logLik.ets | Log-Likelihood of an ets object | |
| auto.arima | Fit best ARIMA model to univariate time series | |
| forecast.lm | Forecast a linear model with possible time series components | |
| forecast.StructTS | Forecasting using Structural Time Series models | |
| tsdisplay | Time series display | |
| monthdays | Number of days in each season | |
| arima.errors | ARIMA errors | |
| seasonaldummy | Seasonal dummy variables | |
| ndiffs | Number of differences | |
| gold | Daily morning gold prices | |
| ma | Moving-average smoothing | |
| woolyrnq | Quarterly production of woollen yarn in Australia | |
| Acf | (Partial) Autocorrelation Function Estimation | |
| plot.forecast | Forecast plot | |
| BoxCox | Box Cox Transformation | |
| forecast.Arima | Forecasting using ARIMA or ARFIMA models | |
| ses | Exponential smoothing forecasts | |
| tslm | Fit a linear model with time series components | |
| dm.test | Diebold-Mariano test for predictive accuracy | |
| simulate.ets | Simulation from a time series model | |
| CV | Cross-validation statistic | |
| meanf | Mean Forecast | |
| splinef | Cubic Spline Forecast | |
| rwf | Random Walk Forecast | |
| seasonplot | Seasonal plot | |
| plot.ets | Plot components from ETS model | |
| gas | Australian monthly gas production | |
| No Results! | ||
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Details
| Date | 2011-06-04 |
| LazyData | yes |
| LazyLoad | yes |
| License | GPL (>= 2) |
| URL | http://robjhyndman.com/software/forecast/ |
| Packaged | 2011-06-04 07:16:33 UTC; Rob |
| Repository | CRAN |
| Date/Publication | 2011-06-04 08:07:23 |
| depends | base (>= 2.0.0) , fracdiff , graphics , R (>= 2.0.0) , stats , tseries |
| Contributors | Rob Hyndman |
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