forecast v3.17


Monthly downloads



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
monthdays Number of days in each season
ndiffs Number of differences required for a stationary series
BoxCox Box Cox Transformation
accuracy Accuracy measures for forecast model
wineind Australian total wine sales
ets Exponential smoothing state space model
dshw Double-Seasonal Holt-Winters Forecasting
dm.test Diebold-Mariano test for predictive accuracy
forecast.ets Forecasting using ETS models
Acf (Partial) Autocorrelation Function Estimation
seasadj Seasonal adjustment
gas Australian monthly gas production
ma Moving-average smoothing
Arima Fit ARIMA model to univariate time series
forecast.lm Forecast a linear model with possible time series components
tslm Fit a linear model with time series components
arima.errors ARIMA errors
na.interp Interpolate missing values in a time series
naive Naive forecasts
croston Forecasts for intermittent demand using Croston's method
logLik.ets Log-Likelihood of an ets object
CV Cross-validation statistic
thetaf Theta method forecast
arfima Fit a fractionally differenced ARFIMA model
rwf Random Walk Forecast
forecast.bats Forecasting using BATS and TBATS models
forecast.HoltWinters Forecasting using Holt-Winters objects
bats BATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components)
taylor Half-hourly electricity demand
plot.ets Plot components from ETS model
msts Multi-Seasonal Time Series
BoxCox.lambda Automatic selection of Box Cox transformation parameter
tbats TBATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components)
auto.arima Fit best ARIMA model to univariate time series
woolyrnq Quarterly production of woollen yarn in Australia
forecast.StructTS Forecasting using Structural Time Series models
tsdisplay Time series display
plot.forecast Forecast plot
ses Exponential smoothing forecasts
seasonplot Seasonal plot
subset.ts Subsetting a time series
fitted.Arima One-step in-sample forecasts using ARIMA models
forecast Forecasting time series
simulate.ets Simulation from a time series model
forecast.Arima Forecasting using ARIMA or ARFIMA models
seasonaldummy Seasonal dummy variables
meanf Mean Forecast
forecast.stl Forecasting using stl objects
splinef Cubic Spline Forecast
gold Daily morning gold prices
sindexf Forecast seasonal index
No Results!

Last month downloads


Date 2012-02-02
LinkingTo Rcpp, RcppArmadillo
LazyData yes
ByteCompile TRUE
License GPL (>= 2)
Packaged 2012-02-02 00:55:55 UTC; hyndman
Repository CRAN
Date/Publication 2012-02-02 16:33:12

Include our badge in your README