forecast v3.04


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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
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Date 2011-09-23
LazyData yes
LazyLoad yes
License GPL (>= 2)
Packaged 2011-09-23 02:37:33 UTC; hyndman
Repository CRAN
Date/Publication 2011-09-23 11:45:32

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