forecast v5.3
0
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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 | |
| monthdays | Number of days in each season | |
| wineind | Australian total wine sales | |
| ses | Exponential smoothing forecasts | |
| BoxCox | Box Cox Transformation | |
| na.interp | Interpolate missing values in a time series | |
| Acf | (Partial) Autocorrelation Function Estimation | |
| gas | Australian monthly gas production | |
| tbats | TBATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components) | |
| plot.bats | Plot components from BATS model | |
| arima.errors | ARIMA errors | |
| gold | Daily morning gold prices | |
| forecast.bats | Forecasting using BATS and TBATS models | |
| thetaf | Theta method forecast | |
| ndiffs | Number of differences required for a stationary series | |
| easter | Easter holidays in each season | |
| ets | Exponential smoothing state space model | |
| accuracy | Accuracy measures for forecast model | |
| fitted.Arima | One-step in-sample forecasts using ARIMA models | |
| forecast.stl | Forecasting using stl objects | |
| dshw | Double-Seasonal Holt-Winters Forecasting | |
| arfima | Fit a fractionally differenced ARFIMA model | |
| subset.ts | Subsetting a time series | |
| forecast.lm | Forecast a linear model with possible time series components | |
| ma | Moving-average smoothing | |
| taylor | Half-hourly electricity demand | |
| plot.ets | Plot components from ETS model | |
| woolyrnq | Quarterly production of woollen yarn in Australia | |
| Arima | Fit ARIMA model to univariate time series | |
| logLik.ets | Log-Likelihood of an ets object | |
| plot.forecast | Forecast plot | |
| naive | Naive forecasts | |
| seasonaldummy | Seasonal dummy variables | |
| tsclean | Identify and replace outliers and missing values in a time series | |
| tbats.components | Extract components of a TBATS model | |
| dm.test | Diebold-Mariano test for predictive accuracy | |
| forecast.Arima | Forecasting using ARIMA or ARFIMA models | |
| forecast | Forecasting time series | |
| tsdisplay | Time series display | |
| BoxCox.lambda | Automatic selection of Box Cox transformation parameter | |
| msts | Multi-Seasonal Time Series | |
| seasadj | Seasonal adjustment | |
| sindexf | Forecast seasonal index | |
| bizdays | Number of trading days in each season | |
| forecast.StructTS | Forecasting using Structural Time Series models | |
| nnetar | Neural Network Time Series Forecasts | |
| auto.arima | Fit best ARIMA model to univariate time series | |
| getResponse | Get response variable from time series model. | |
| tsoutliers | Identify and replace outliers in a time series | |
| arimaorder | Return the order of an ARIMA or ARFIMA model | |
| tslm | Fit a linear model with time series components | |
| forecast.HoltWinters | Forecasting using Holt-Winters objects | |
| bats | BATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components) | |
| forecast.ets | Forecasting using ETS models | |
| simulate.ets | Simulation from a time series model | |
| CV | Cross-validation statistic | |
| croston | Forecasts for intermittent demand using Croston's method | |
| seasonplot | Seasonal plot | |
| splinef | Cubic Spline Forecast | |
| meanf | Mean Forecast | |
| rwf | Random Walk Forecast | |
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Details
| LinkingTo | Rcpp (>= 0.11.0), RcppArmadillo (>= 0.2.35) |
| LazyData | yes |
| ByteCompile | TRUE |
| BugReports | https://github.com/robjhyndman/forecast/issues |
| License | GPL (>= 2) |
| URL | http://robjhyndman.com/software/forecast/ |
| Packaged | 2014-03-24 10:46:14 UTC; hyndman |
| NeedsCompilation | yes |
| Repository | CRAN |
| Date/Publication | 2014-03-24 13:26:43 |
| depends | base (>= 3.0.2) , graphics , R (>= 3.0.2) , stats , timeDate , zoo |
| imports | colorspace , fracdiff , nnet , parallel , Rcpp (>= 0.11.0) , tseries |
| suggests | fpp , Rmalschains , testthat |
| linkingto | RcppArmadillo (>= 0.2.35) |
| Contributors | Rob Hyndman |
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