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forecast (version 5.3)

Forecasting functions for time series and linear models

Description

Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.

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Version

Install

install.packages('forecast')

Monthly Downloads

142,544

Version

5.3

License

GPL (>= 2)

Maintainer

Rob Hyndman

Last Published

March 24th, 2014

Functions in forecast (5.3)

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