Fit best ARIMA model to univariate time series
Forecast a linear model with possible time series components
One-step in-sample forecasts using ARIMA models
Box Cox Transformation
Cross-validation statistic
Fit ARIMA model to univariate time series
Forecasting using Structural Time Series models
TBATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components)
Theta method forecast
Simulation from a time series model
Accuracy measures for forecast model
Get response variable from time series model.
Multi-Seasonal Time Series
Number of days in each season
Double-Seasonal Holt-Winters Forecasting
Mean Forecast
Easter holidays in each season
Seasonal adjustment
Moving-average smoothing
Half-hourly electricity demand
Forecasting using stl objects
Seasonal plot
Forecast plot
Forecasting using BATS and TBATS models
Australian monthly gas production
Fit a linear model with time series components
Forecast seasonal index
ARIMA errors
Extract components of a TBATS model
Forecasting using Holt-Winters objects
Neural Network Time Series Forecasts
Exponential smoothing forecasts
Number of differences required for a stationary series
Forecasting using ARIMA or ARFIMA models
Fit a fractionally differenced ARFIMA model
Number of trading days in each season
BATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components)
Automatic selection of Box Cox transformation parameter
Diebold-Mariano test for predictive accuracy
Plot components from BATS model
Forecasts for intermittent demand using Croston's method
Identify and replace outliers and missing values in a time series
Subsetting a time series
Naive forecasts
Plot components from ETS model
Forecasting using ETS models
Exponential smoothing state space model
Seasonal dummy variables
Quarterly production of woollen yarn in Australia
Time series display
(Partial) Autocorrelation Function Estimation
Log-Likelihood of an ets object
Interpolate missing values in a time series
Cubic Spline Forecast
Random Walk Forecast
Identify and replace outliers in a time series
Australian total wine sales
Daily morning gold prices
Forecasting time series