forecast v3.16


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


Date 2011-12-23
LinkingTo Rcpp, RcppArmadillo
LazyData yes
ByteCompile TRUE
License GPL (>= 2)
Packaged 2011-12-24 01:21:07 UTC; Rob
Repository CRAN
Date/Publication 2011-12-24 12:10:29

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