future_dates

Generates regular interval future dates for use in forecast routine.

A suite of auxiliary functions that enhance time series estimation and forecasting, including a robust anomaly detection routine based on Chen and Liu (1993) <doi:10.2307/2290724> (imported and wrapped from the 'tsoutliers' package), utilities for managing calendar and time conversions, performance metrics to assess both point forecasts and distributional predictions, advanced simulation by allowing the generation of time series components—such as trend, seasonal, ARMA, irregular, and anomalies—in a modular fashion based on the innovations form of the state space model and a number of transformation methods including Box-Cox, Logit, 'Softplus-Logit' and Sigmoid.

Alexios Ghalanos

tsaux

Time Series Forecasting Auxiliary Functions

Alexios Galanos

future_dates function

<dl><dt>start</dt>
<dd>a Date string for the start date.</dd>
<dt>frequency</dt>
<dd>frequency of the interval (daily, weekly, monthly or
yearly).</dd>
<dt>n</dt>
<dd>number of future periods to generate dates for.</dd></dl>

Arguments

Author

Generate Regular Interval Future Dates — future_dates

<dl>

<dt>start</dt>
<dd>a Date string for the start date.</dd>


<dt>frequency</dt>
<dd>frequency of the interval (daily, weekly, monthly or
yearly).</dd>


<dt>n</dt>
<dd>number of future periods to generate dates for.</dd>

</dl>

future_dates: Generate Regular Interval Future Dates

Description

Usage

Value

Arguments

Author