forecast v4.04

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

Date 2013-04-22
LinkingTo Rcpp, RcppArmadillo
LazyData yes
ByteCompile TRUE
License GPL (>= 2)
URL http://robjhyndman.com/software/forecast/
Packaged 2013-04-22 10:53:42 UTC; hyndman
NeedsCompilation yes
Repository CRAN
Date/Publication 2013-04-22 16:55:45

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