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forecast (version 3.19)

Forecasting functions for time series and linear models

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

3.19

License

GPL (>= 2)

Maintainer

Rob Hyndman

Last Published

February 22nd, 2012

Functions in forecast (3.19)

Number of days in each season

Fit ARIMA model to univariate time series

Number of differences required for a stationary series

Subsetting a time series

Fit a fractionally differenced ARFIMA model

Forecasting using ARIMA or ARFIMA models

Random Walk Forecast

Seasonal dummy variables

Forecasts for intermittent demand using Croston's method

Accuracy measures for forecast model

Box Cox Transformation

Fit a linear model with time series components

Log-Likelihood of an ets object

Plot components from ETS model

Seasonal adjustment

Theta method forecast

Naive forecasts

Moving-average smoothing

Fit best ARIMA model to univariate time series

Half-hourly electricity demand

Cross-validation statistic

Forecasting time series

forecast.HoltWinters

Forecasting using Holt-Winters objects

(Partial) Autocorrelation Function Estimation

forecast.StructTS

Forecasting using Structural Time Series models

Time series display

BATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components)

Forecasting using BATS and TBATS models

Cubic Spline Forecast

Simulation from a time series model

Interpolate missing values in a time series

Automatic selection of Box Cox transformation parameter

Australian monthly gas production

Daily morning gold prices

Exponential smoothing state space model

Forecasting using stl objects

Multi-Seasonal Time Series

Forecast a linear model with possible time series components

Exponential smoothing forecasts

One-step in-sample forecasts using ARIMA models

Forecast seasonal index

Quarterly production of woollen yarn in Australia

Diebold-Mariano test for predictive accuracy

Australian total wine sales

TBATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components)

Forecasting using ETS models

Double-Seasonal Holt-Winters Forecasting