forecast v3.24

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by Rob Hyndman

Forecasting functions for time series and linear models

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

Date 2012-07-23
LinkingTo Rcpp, RcppArmadillo
LazyData yes
ByteCompile TRUE
License GPL (>= 2)
URL http://robjhyndman.com/software/forecast/
Packaged 2012-07-23 04:54:49 UTC; hyndman
Repository CRAN
Date/Publication 2012-07-23 05:26:03

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