forecast v6.0
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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 | |
| ma | Moving-average smoothing | |
| gold | Daily morning gold prices | |
| monthdays | Number of days in each season | |
| BoxCox.lambda | Automatic selection of Box Cox transformation parameter | |
| thetaf | Theta method forecast | |
| tsdisplay | Time series display | |
| forecast.stl | Forecasting using stl objects | |
| dm.test | Diebold-Mariano test for predictive accuracy | |
| tsclean | Identify and replace outliers and missing values in a time series | |
| bats | BATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components) | |
| Arima | Fit ARIMA model to univariate time series | |
| meanf | Mean Forecast | |
| sindexf | Forecast seasonal index | |
| nnetar | Neural Network Time Series Forecasts | |
| easter | Easter holidays in each season | |
| simulate.ets | Simulation from a time series model | |
| forecast.Arima | Forecasting using ARIMA or ARFIMA models | |
| findfrequency | Find dominant frequency of a time series | |
| splinef | Cubic Spline Forecast | |
| forecast.ets | Forecasting using ETS models | |
| plot.Arima | Plot characteristic roots from ARIMA model | |
| tbats.components | Extract components of a TBATS model | |
| ets | Exponential smoothing state space model | |
| plot.ets | Plot components from ETS model | |
| forecast.HoltWinters | Forecasting using Holt-Winters objects | |
| tslm | Fit a linear model with time series components | |
| subset.ts | Subsetting a time series | |
| arimaorder | Return the order of an ARIMA or ARFIMA model | |
| plot.forecast | Forecast plot | |
| croston | Forecasts for intermittent demand using Croston's method | |
| BoxCox | Box Cox Transformation | |
| CV | Cross-validation statistic | |
| forecast.StructTS | Forecasting using Structural Time Series models | |
| bizdays | Number of trading days in each season | |
| seasadj | Seasonal adjustment | |
| ses | Exponential smoothing forecasts | |
| forecast.lm | Forecast a linear model with possible time series components | |
| fitted.Arima | One-step in-sample forecasts using ARIMA models | |
| rwf | Random Walk Forecast | |
| dshw | Double-Seasonal Holt-Winters Forecasting | |
| arfima | Fit a fractionally differenced ARFIMA model | |
| arima.errors | ARIMA errors | |
| wineind | Australian total wine sales | |
| woolyrnq | Quarterly production of woollen yarn in Australia | |
| tsoutliers | Identify and replace outliers in a time series | |
| ndiffs | Number of differences required for a stationary series | |
| getResponse | Get response variable from time series model. | |
| plot.bats | Plot components from BATS model | |
| logLik.ets | Log-Likelihood of an ets object | |
| naive | Naive forecasts | |
| Acf | (Partial) Autocorrelation Function Estimation | |
| msts | Multi-Seasonal Time Series | |
| taylor | Half-hourly electricity demand | |
| seasonaldummy | Seasonal dummy variables | |
| auto.arima | Fit best ARIMA model to univariate time series | |
| forecast.bats | Forecasting using BATS and TBATS models | |
| seasonplot | Seasonal plot | |
| gas | Australian monthly gas production | |
| tbats | TBATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components) | |
| na.interp | Interpolate missing values in a time series | |
| forecast | Forecasting time series | |
| accuracy | Accuracy measures for forecast model | |
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Details
| Date | 2015-05-09 |
| 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 |
| NeedsCompilation | yes |
| Packaged | 2015-05-09 10:55:46 UTC; hyndman |
| Repository | CRAN |
| Date/Publication | 2015-05-09 23:14:04 |
| 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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