forecast v3.04
0
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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 | |
| forecast.ets | Forecasting using ETS models | |
| fitted.Arima | One-step in-sample forecasts using ARIMA models | |
| accuracy | Accuracy measures for forecast model | |
| naive | Naive forecasts | |
| subset.ts | Subsetting a time series | |
| arfima | Fit a fractionally differenced ARFIMA model | |
| forecast.stl | Forecasting using stl objects | |
| seasonaldummy | Seasonal dummy variables | |
| logLik.ets | Log-Likelihood of an ets object | |
| decompose | Classical Seasonal Decomposition by Moving Averages | |
| arima.errors | ARIMA errors | |
| dm.test | Diebold-Mariano test for predictive accuracy | |
| splinef | Cubic Spline Forecast | |
| ma | Moving-average smoothing | |
| woolyrnq | Quarterly production of woollen yarn in Australia | |
| forecast.HoltWinters | Forecasting using Holt-Winters objects | |
| auto.arima | Fit best ARIMA model to univariate time series | |
| tslm | Fit a linear model with time series components | |
| na.interp | Interpolate missing values in a time series | |
| wineind | Australian total wine sales | |
| CV | Cross-validation statistic | |
| sindexf | Forecast seasonal index | |
| rwf | Random Walk Forecast | |
| forecast.StructTS | Forecasting using Structural Time Series models | |
| BoxCox.lambda | Automatic selection of Box Cox transformation parameter | |
| tsdisplay | Time series display | |
| Acf | (Partial) Autocorrelation Function Estimation | |
| ndiffs | Number of differences required for a stationary series | |
| seasadj | Seasonal adjustment | |
| taylor | Half-hourly electricity demand | |
| forecast | Forecasting time series | |
| BoxCox | Box Cox Transformation | |
| croston | Forecasts for intermittent demand using Croston's method | |
| gold | Daily morning gold prices | |
| ses | Exponential smoothing forecasts | |
| monthdays | Number of days in each season | |
| dshw | Double-Seasonal Holt-Winters Forecasting | |
| meanf | Mean Forecast | |
| gas | Australian monthly gas production | |
| forecast.Arima | Forecasting using ARIMA or ARFIMA models | |
| forecast.lm | Forecast a linear model with possible time series components | |
| Arima | Fit ARIMA model to univariate time series | |
| simulate.ets | Simulation from a time series model | |
| plot.forecast | Forecast plot | |
| plot.ets | Plot components from ETS model | |
| ets | Exponential smoothing state space model | |
| thetaf | Theta method forecast | |
| seasonplot | Seasonal plot | |
| No Results! | ||
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Details
| Date | 2011-09-23 |
| LazyData | yes |
| LazyLoad | yes |
| License | GPL (>= 2) |
| URL | http://robjhyndman.com/software/forecast/ |
| Packaged | 2011-09-23 02:37:33 UTC; hyndman |
| Repository | CRAN |
| Date/Publication | 2011-09-23 11:45:32 |
| depends | base (>= 2.0.0) , fracdiff , graphics , R (>= 2.0.0) , stats , tseries , zoo |
| Contributors | Rob Hyndman |
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