forecast v3.05


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


Date 2011-10-03
LazyData yes
LazyLoad yes
License GPL (>= 2)
Packaged 2011-10-03 00:12:48 UTC; hyndman
Repository CRAN
Date/Publication 2011-10-03 05:39:47

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