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forecast (version 3.10)

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

142,544

Version

3.10

License

GPL (>= 2)

Maintainer

Rob Hyndman

Last Published

October 27th, 2011

Functions in forecast (3.10)

forecast.lm

Forecast a linear model with possible time series components
arima.errors

ARIMA errors
forecast.Arima

Forecasting using ARIMA or ARFIMA models
croston

Forecasts for intermittent demand using Croston's method
Acf

(Partial) Autocorrelation Function Estimation
forecast.HoltWinters

Forecasting using Holt-Winters objects
splinef

Cubic Spline Forecast
rwf

Random Walk Forecast
ses

Exponential smoothing forecasts
auto.arima

Fit best ARIMA model to univariate time series
ma

Moving-average smoothing
Arima

Fit ARIMA model to univariate time series
plot.forecast

Forecast plot
logLik.ets

Log-Likelihood of an ets object
na.interp

Interpolate missing values in a time series
gas

Australian monthly gas production
decompose

Classical Seasonal Decomposition by Moving Averages
BoxCox.lambda

Automatic selection of Box Cox transformation parameter
gold

Daily morning gold prices
accuracy

Accuracy measures for forecast model
forecast.ets

Forecasting using ETS models
monthdays

Number of days in each season
seasadj

Seasonal adjustment
sindexf

Forecast seasonal index
forecast.stl

Forecasting using stl objects
BoxCox

Box Cox Transformation
forecast

Forecasting time series
subset.ts

Subsetting a time series
tslm

Fit a linear model with time series components
arfima

Fit a fractionally differenced ARFIMA model
forecast.StructTS

Forecasting using Structural Time Series models
thetaf

Theta method forecast
simulate.ets

Simulation from a time series model
fitted.Arima

One-step in-sample forecasts using ARIMA models
wineind

Australian total wine sales
meanf

Mean Forecast
plot.ets

Plot components from ETS model
woolyrnq

Quarterly production of woollen yarn in Australia
CV

Cross-validation statistic
ets

Exponential smoothing state space model
taylor

Half-hourly electricity demand
tsdisplay

Time series display
seasonaldummy

Seasonal dummy variables
seasonplot

Seasonal plot
ndiffs

Number of differences required for a stationary series
naive

Naive forecasts
dshw

Double-Seasonal Holt-Winters Forecasting
dm.test

Diebold-Mariano test for predictive accuracy