forecast v2.19


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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
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
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Last month downloads


Date 2011-06-04
LazyData yes
LazyLoad yes
License GPL (>= 2)
Packaged 2011-06-04 07:16:33 UTC; Rob
Repository CRAN
Date/Publication 2011-06-04 08:07:23

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