forecast v4.00

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

Date 2012-11-27
LinkingTo Rcpp, RcppArmadillo
LazyData yes
ByteCompile TRUE
License GPL (>= 2)
URL http://robjhyndman.com/software/forecast/
Packaged 2012-11-26 22:24:12 UTC; hyndman
Repository CRAN
Date/Publication 2012-11-27 06:56:45

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