forecast v3.06

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

Date 2011-10-04
LazyData yes
LazyLoad yes
License GPL (>= 2)
URL http://robjhyndman.com/software/forecast/
Packaged 2011-10-04 00:56:18 UTC; Rob
Repository CRAN
Date/Publication 2011-10-04 07:25:13

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