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forecast (version 3.06)

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

160,159

Version

3.06

License

GPL (>= 2)

Maintainer

Rob Hyndman

Last Published

October 4th, 2011

Functions in forecast (3.06)

Number of differences required for a stationary series

Automatic selection of Box Cox transformation parameter

One-step in-sample forecasts using ARIMA models

Fit a fractionally differenced ARFIMA model

Classical Seasonal Decomposition by Moving Averages

Box Cox Transformation

Forecasting using ARIMA or ARFIMA models

Forecasting time series

Random Walk Forecast

Fit ARIMA model to univariate time series

Theta method forecast

Forecasts for intermittent demand using Croston's method

Forecast a linear model with possible time series components

Diebold-Mariano test for predictive accuracy

forecast.HoltWinters

Forecasting using Holt-Winters objects

Seasonal dummy variables

Number of days in each season

Exponential smoothing forecasts

Fit best ARIMA model to univariate time series

Half-hourly electricity demand

Australian monthly gas production

Cross-validation statistic

Seasonal adjustment

Log-Likelihood of an ets object

Naive forecasts

Double-Seasonal Holt-Winters Forecasting

forecast.StructTS

Forecasting using Structural Time Series models

Moving-average smoothing

Subsetting a time series

(Partial) Autocorrelation Function Estimation

Forecast seasonal index

Interpolate missing values in a time series

Quarterly production of woollen yarn in Australia

Cubic Spline Forecast

Simulation from a time series model

Forecasting using stl objects

Accuracy measures for forecast model

Australian total wine sales

Plot components from ETS model

Forecasting using ETS models

Fit a linear model with time series components

Exponential smoothing state space model

Daily morning gold prices

Time series display