forecast v3.09


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


Date 2011-10-18
LazyData yes
License GPL (>= 2)
Packaged 2011-10-18 04:04:19 UTC; Rob
Repository CRAN
Date/Publication 2011-10-18 06:00:25

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