forecast v4.06


Monthly downloads



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

Last month downloads


Date 2013-06-30
LinkingTo Rcpp, RcppArmadillo
LazyData yes
ByteCompile TRUE
License GPL (>= 2)
Packaged 2013-06-30 07:23:49 UTC; hyndman
NeedsCompilation yes
Repository CRAN
Date/Publication 2013-06-30 10:14:15

Include our badge in your README