forecast v3.00

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

Date 2011-08-24
LazyData yes
LazyLoad yes
License GPL (>= 2)
URL http://robjhyndman.com/software/forecast/
Packaged 2011-08-24 06:56:16 UTC; hyndman
Repository CRAN
Date/Publication 2011-08-24 09:30:32

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