forecast v3.08
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 | |
| auto.arima | Fit best ARIMA model to univariate time series | |
| ses | Exponential smoothing forecasts | |
| naive | Naive forecasts | |
| ets | Exponential smoothing state space model | |
| sindexf | Forecast seasonal index | |
| forecast.HoltWinters | Forecasting using Holt-Winters objects | |
| wineind | Australian total wine sales | |
| ma | Moving-average smoothing | |
| accuracy | Accuracy measures for forecast model | |
| simulate.ets | Simulation from a time series model | |
| BoxCox | Box Cox Transformation | |
| gold | Daily morning gold prices | |
| dm.test | Diebold-Mariano test for predictive accuracy | |
| na.interp | Interpolate missing values in a time series | |
| forecast.Arima | Forecasting using ARIMA or ARFIMA models | |
| forecast.StructTS | Forecasting using Structural Time Series models | |
| plot.forecast | Forecast plot | |
| splinef | Cubic Spline Forecast | |
| decompose | Classical Seasonal Decomposition by Moving Averages | |
| ndiffs | Number of differences required for a stationary series | |
| meanf | Mean Forecast | |
| arima.errors | ARIMA errors | |
| subset.ts | Subsetting a time series | |
| arfima | Fit a fractionally differenced ARFIMA model | |
| rwf | Random Walk Forecast | |
| plot.ets | Plot components from ETS model | |
| tsdisplay | Time series display | |
| seasonplot | Seasonal plot | |
| tslm | Fit a linear model with time series components | |
| seasadj | Seasonal adjustment | |
| woolyrnq | Quarterly production of woollen yarn in Australia | |
| CV | Cross-validation statistic | |
| forecast.stl | Forecasting using stl objects | |
| forecast.ets | Forecasting using ETS models | |
| thetaf | Theta method forecast | |
| logLik.ets | Log-Likelihood of an ets object | |
| BoxCox.lambda | Automatic selection of Box Cox transformation parameter | |
| taylor | Half-hourly electricity demand | |
| Acf | (Partial) Autocorrelation Function Estimation | |
| seasonaldummy | Seasonal dummy variables | |
| forecast.lm | Forecast a linear model with possible time series components | |
| monthdays | Number of days in each season | |
| forecast | Forecasting time series | |
| fitted.Arima | One-step in-sample forecasts using ARIMA models | |
| croston | Forecasts for intermittent demand using Croston's method | |
| Arima | Fit ARIMA model to univariate time series | |
| dshw | Double-Seasonal Holt-Winters Forecasting | |
| gas | Australian monthly gas production | |
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Details
| Date | 2011-10-15 |
| LazyData | yes |
| LazyLoad | yes |
| License | GPL (>= 2) |
| URL | http://robjhyndman.com/software/forecast/ |
| Packaged | 2011-10-15 10:19:19 UTC; Rob |
| Repository | CRAN |
| Date/Publication | 2011-10-15 19:53:07 |
| depends | base (>= 2.0.0) , fracdiff , graphics , R (>= 2.0.0) , stats , tseries , zoo |
| Contributors | Rob Hyndman |
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