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forecast (version 3.04)

Forecasting functions for time series

Description

Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.

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Version

Install

install.packages('forecast')

Monthly Downloads

137,850

Version

3.04

License

GPL (>= 2)

Maintainer

Rob Hyndman

Last Published

September 23rd, 2011

Functions in forecast (3.04)

Forecasting using ETS models

One-step in-sample forecasts using ARIMA models

Accuracy measures for forecast model

Naive forecasts

Subsetting a time series

Fit a fractionally differenced ARFIMA model

Forecasting using stl objects

Seasonal dummy variables

Log-Likelihood of an ets object

Classical Seasonal Decomposition by Moving Averages

Diebold-Mariano test for predictive accuracy

Cubic Spline Forecast

Moving-average smoothing

Quarterly production of woollen yarn in Australia

forecast.HoltWinters

Forecasting using Holt-Winters objects

Fit best ARIMA model to univariate time series

Fit a linear model with time series components

Interpolate missing values in a time series

Australian total wine sales

Cross-validation statistic

Forecast seasonal index

Random Walk Forecast

forecast.StructTS

Forecasting using Structural Time Series models

Automatic selection of Box Cox transformation parameter

Time series display

(Partial) Autocorrelation Function Estimation

Number of differences required for a stationary series

Seasonal adjustment

Half-hourly electricity demand

Forecasting time series

Box Cox Transformation

Forecasts for intermittent demand using Croston's method

Daily morning gold prices

Exponential smoothing forecasts

Number of days in each season

Double-Seasonal Holt-Winters Forecasting

Australian monthly gas production

Forecasting using ARIMA or ARFIMA models

Forecast a linear model with possible time series components

Fit ARIMA model to univariate time series

Simulation from a time series model

Plot components from ETS model

Exponential smoothing state space model

Theta method forecast