forecast v5.8
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 | |
| forecast.ets | Forecasting using ETS models | |
| meanf | Mean Forecast | |
| tbats | TBATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components) | |
| ets | Exponential smoothing state space model | |
| arimaorder | Return the order of an ARIMA or ARFIMA model | |
| CV | Cross-validation statistic | |
| splinef | Cubic Spline Forecast | |
| tslm | Fit a linear model with time series components | |
| forecast.HoltWinters | Forecasting using Holt-Winters objects | |
| subset.ts | Subsetting a time series | |
| thetaf | Theta method forecast | |
| taylor | Half-hourly electricity demand | |
| logLik.ets | Log-Likelihood of an ets object | |
| msts | Multi-Seasonal Time Series | |
| auto.arima | Fit best ARIMA model to univariate time series | |
| plot.ets | Plot components from ETS model | |
| tsclean | Identify and replace outliers and missing values in a time series | |
| na.interp | Interpolate missing values in a time series | |
| Arima | Fit ARIMA model to univariate time series | |
| nnetar | Neural Network Time Series Forecasts | |
| tsoutliers | Identify and replace outliers in a time series | |
| forecast | Forecasting time series | |
| ses | Exponential smoothing forecasts | |
| BoxCox.lambda | Automatic selection of Box Cox transformation parameter | |
| forecast.stl | Forecasting using stl objects | |
| croston | Forecasts for intermittent demand using Croston's method | |
| woolyrnq | Quarterly production of woollen yarn in Australia | |
| tsdisplay | Time series display | |
| simulate.ets | Simulation from a time series model | |
| wineind | Australian total wine sales | |
| gas | Australian monthly gas production | |
| tbats.components | Extract components of a TBATS model | |
| arima.errors | ARIMA errors | |
| seasonaldummy | Seasonal dummy variables | |
| forecast.Arima | Forecasting using ARIMA or ARFIMA models | |
| gold | Daily morning gold prices | |
| ma | Moving-average smoothing | |
| plot.forecast | Forecast plot | |
| naive | Naive forecasts | |
| ndiffs | Number of differences required for a stationary series | |
| forecast.StructTS | Forecasting using Structural Time Series models | |
| easter | Easter holidays in each season | |
| arfima | Fit a fractionally differenced ARFIMA model | |
| plot.bats | Plot components from BATS model | |
| sindexf | Forecast seasonal index | |
| 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. | |
| fitted.Arima | One-step in-sample forecasts using ARIMA models | |
| seasonplot | Seasonal plot | |
| bizdays | Number of trading days in each season | |
| findfrequency | Find dominant frequency of a time series | |
| dm.test | Diebold-Mariano test for predictive accuracy | |
| seasadj | Seasonal adjustment | |
| monthdays | Number of days in each season | |
| accuracy | Accuracy measures for forecast model | |
| BoxCox | Box Cox Transformation | |
| rwf | Random Walk Forecast | |
| Acf | (Partial) Autocorrelation Function Estimation | |
| forecast.bats | Forecasting using BATS and TBATS models | |
| forecast.lm | Forecast a linear model with possible time series components | |
| dshw | Double-Seasonal Holt-Winters Forecasting | |
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Details
| Date | 2015-01-06 |
| 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://github.com/robjhyndman/forecast |
| Packaged | 2015-01-06 10:14:10 UTC; hyndman |
| NeedsCompilation | yes |
| Repository | CRAN |
| Date/Publication | 2015-01-06 17:30:51 |
| 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 , testthat |
| linkingto | RcppArmadillo (>= 0.2.35) |
| Contributors | Rob Hyndman |
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