forecast: 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.

AuthorRob Hyndman [aut, cre, cph]
Date of publication2016-10-13 00:38:06
MaintainerRob Hyndman <Rob.Hyndman@monash.edu>
LicenseGPL (>= 2)
Version7.3
http://github.com/robjhyndman/forecast

View on CRAN

Man pages

accuracy: Accuracy measures for forecast model

Acf: (Partial) Autocorrelation and Cross-Correlation Function...

arfima: Fit a fractionally differenced ARFIMA model

arima: Fit ARIMA model to univariate time series

arima.errors: ARIMA errors

arimaorder: Return the order of an ARIMA or ARFIMA model

auto.arima: Fit best ARIMA model to univariate time series

autoplot.acf: ggplot (Partial) Autocorrelation and Cross-Correlation...

autoplot.decomposed.ts: ggplot of a decomposed time series object

autoplot.stl: ggplot STL object

autoplot.ts: Automatically create a ggplot for time series objects

bats: BATS model (Exponential smoothing state space model with...

bizdays: Number of trading days in each season

BoxCox: Box Cox Transformation

BoxCoxlambda: Automatic selection of Box Cox transformation parameter

croston: Forecasts for intermittent demand using Croston's method

CV: Cross-validation statistic

diebold.mariano.test: Diebold-Mariano test for predictive accuracy

dshw: Double-Seasonal Holt-Winters Forecasting

easter: Easter holidays in each season

ets: Exponential smoothing state space model

findfrequency: Find dominant frequency of a time series

fitted.Arima: h-step in-sample forecasts using ARIMA models

fitted.bats: h-step in-sample forecasts using bats models

fitted.ets: h-step in-sample forecasts using ets models

fitted.nnetar: h-step in-sample forecasts using nnetar models

fitted.tbats: h-step in-sample forecasts using tbats models

forecast: Forecasting time series

forecast.Arima: Forecasting using ARIMA or ARFIMA models

forecast.bats: Forecasting using BATS and TBATS models

forecast.ets: Forecasting using ETS models

forecast.HoltWinters: Forecasting using Holt-Winters objects

forecast.lm: Forecast a linear model with possible time series components

forecast.mlm: Forecast a multiple linear model with possible time series...

forecast.nnetar: Forecasting using neural network models

forecastplot: Forecast plot

forecast.stl: Forecasting using stl objects

forecast.StructTS: Forecasting using Structural Time Series models

fortify.forecast: Fortify a forecast object to data.frame for ggplot

gas: Australian monthly gas production

geom_forecast: Forecast plot

getResponse: Get response variable from time series model.

gglagplot: Time series lag ggplots

ggmonthplot: Create a seasonal subseries ggplot

gold: Daily morning gold prices

is.constant: Is an object constant?

is.forecast: Is an object a particular forecast type?

is.model: Is an object a particular model type?

logLikets: Log-Likelihood of an ets object

ma: Moving-average smoothing

meanf: Mean Forecast

mforecast: Forecasting time series

monthdays: Number of days in each season

msts: Multi-Seasonal Time Series

na.interp: Interpolate missing values in a time series

naive: Naive and Random Walk Forecasts

nnetar: Neural Network Time Series Forecasts

numberdiffs: Number of differences required for a stationary series

plot.Arima: Plot characteristic roots from ARIMA model

plot.bats: Plot components from BATS model

plot.ets: Plot components from ETS model

plot.mforecast: Multivariate forecast plot

seas.adj: Seasonal adjustment

seasonal.dummy: Seasonal dummy variables

seasonplot: Seasonal plot

ses: Exponential smoothing forecasts

simulate: Simulation from a time series model

sindex: Forecast seasonal index

spline.f: Cubic Spline Forecast

subsetts: Subsetting a time series

taylor: Half-hourly electricity demand

tbats: TBATS model (Exponential smoothing state space model with...

tbats.components: Extract components of a TBATS model

theta: Theta method forecast

tsclean: Identify and replace outliers and missing values in a time...

ts.display: Time series display

tslm: Fit a linear model with time series components

tsoutliers: Identify and replace outliers in a time series

wineind: Australian total wine sales

woolyrnq: Quarterly production of woollen yarn in Australia

Files in this package

forecast
forecast/inst
forecast/inst/CITATION
forecast/tests
forecast/tests/testthat.R
forecast/tests/testthat
forecast/tests/testthat/test-msts.R
forecast/tests/testthat/Rplots.pdf
forecast/tests/testthat/test-acf.R
forecast/tests/testthat/test-hfitted.R
forecast/tests/testthat/test-wrangle.R
forecast/tests/testthat/test-dshw.R
forecast/tests/testthat/test-arima.R
forecast/tests/testthat/test-tbats.R
forecast/tests/testthat/test-season.R
forecast/tests/testthat/test-tslm.R
forecast/tests/testthat/test-subset.R
forecast/tests/testthat/test-forecast2.R
forecast/tests/testthat/test-armaroots.R
forecast/tests/testthat/test-bats.R
forecast/tests/testthat/test-nnetar.R
forecast/tests/testthat/test-arfima.R
forecast/tests/testthat/test-clean.R
forecast/tests/testthat/test-accuracy.R
forecast/tests/testthat/test-forecast.R
forecast/tests/testthat/test-graph.R
forecast/tests/testthat/test-mforecast.R
forecast/tests/testthat/test-newarima2.R
forecast/tests/testthat/test-ets.R
forecast/tests/testthat/test-calendar.R
forecast/tests/testthat/test-spline.R
forecast/src
forecast/src/calcTBATS.cpp
forecast/src/Makevars
forecast/src/updateMatrices.cpp
forecast/src/updateTBATSMatrices.cpp
forecast/src/calcBATS.h
forecast/src/makeBATSMatrices.cpp
forecast/src/etspolyroot.c
forecast/src/makeTBATSMatrices.cpp
forecast/src/etsTargetFunctionWrapper.cpp
forecast/src/calcBATS.cpp
forecast/src/etscalc.c
forecast/src/etsTargetFunction.cpp
forecast/src/Makevars.win
forecast/src/etsTargetFunction.h
forecast/NAMESPACE
forecast/data
forecast/data/woolyrnq.rda
forecast/data/wineind.rda
forecast/data/gold.rda
forecast/data/gas.rda
forecast/data/taylor.rda
forecast/R
forecast/R/tsdiag.R forecast/R/etsforecast.R forecast/R/seasadj.R
forecast/R/dshw.r
forecast/R/checkAdmissibility.R forecast/R/forecastTBATS.R forecast/R/bootstrap.R forecast/R/fitTBATS.R forecast/R/subset.R forecast/R/mforecast.R forecast/R/arfima.R forecast/R/tbats.R forecast/R/clean.R forecast/R/makeMatrices.R forecast/R/armaroots.R forecast/R/ggplot.R forecast/R/ets.R forecast/R/forecast2.R forecast/R/guerrero.R forecast/R/whichmodels.R forecast/R/wrangle.R forecast/R/DM2.R forecast/R/acf.R forecast/R/HoltWintersNew.R forecast/R/errors.R forecast/R/lm.R forecast/R/nnetar.R forecast/R/graph.R forecast/R/naive.R forecast/R/theta.R forecast/R/spline.R forecast/R/makeParamVector.R forecast/R/fitBATS.R forecast/R/newarima2.R forecast/R/forecast.R forecast/R/forecastBATS.R forecast/R/simulate.R forecast/R/season.R forecast/R/bats.R forecast/R/attach.R forecast/R/adjustSeasonalSeeds.R forecast/R/getResponse.R forecast/R/arima.R forecast/R/forecast.varest.R forecast/R/msts.R forecast/R/calendar.R
forecast/README.md
forecast/MD5
forecast/DESCRIPTION
forecast/ChangeLog
forecast/man
forecast/man/fortify.forecast.Rd forecast/man/forecast.stl.Rd forecast/man/arima.Rd forecast/man/subsetts.Rd forecast/man/forecast.nnetar.Rd forecast/man/logLikets.Rd forecast/man/forecast.lm.Rd forecast/man/taylor.Rd forecast/man/ses.Rd forecast/man/tbats.components.Rd forecast/man/fitted.Arima.Rd forecast/man/gas.Rd forecast/man/accuracy.Rd forecast/man/forecast.mlm.Rd forecast/man/simulate.Rd forecast/man/autoplot.decomposed.ts.Rd forecast/man/nnetar.Rd forecast/man/findfrequency.Rd forecast/man/gglagplot.Rd forecast/man/CV.Rd forecast/man/BoxCoxlambda.Rd forecast/man/plot.ets.Rd forecast/man/forecast.StructTS.Rd forecast/man/spline.f.Rd forecast/man/seasonal.dummy.Rd forecast/man/gold.Rd forecast/man/Acf.Rd forecast/man/bizdays.Rd forecast/man/is.constant.Rd forecast/man/theta.Rd forecast/man/auto.arima.Rd forecast/man/na.interp.Rd forecast/man/is.model.Rd forecast/man/fitted.ets.Rd forecast/man/BoxCox.Rd forecast/man/dshw.Rd forecast/man/is.forecast.Rd forecast/man/wineind.Rd forecast/man/ets.Rd forecast/man/plot.Arima.Rd forecast/man/bats.Rd forecast/man/ts.display.Rd forecast/man/getResponse.Rd forecast/man/naive.Rd forecast/man/fitted.nnetar.Rd forecast/man/tsclean.Rd forecast/man/autoplot.acf.Rd forecast/man/msts.Rd forecast/man/forecastplot.Rd forecast/man/forecast.Arima.Rd forecast/man/monthdays.Rd forecast/man/geom_forecast.Rd forecast/man/tslm.Rd forecast/man/croston.Rd forecast/man/fitted.tbats.Rd forecast/man/autoplot.ts.Rd forecast/man/meanf.Rd forecast/man/forecast.bats.Rd forecast/man/seas.adj.Rd forecast/man/diebold.mariano.test.Rd forecast/man/numberdiffs.Rd forecast/man/fitted.bats.Rd forecast/man/tsoutliers.Rd forecast/man/easter.Rd forecast/man/forecast.Rd forecast/man/sindex.Rd forecast/man/mforecast.Rd forecast/man/arfima.Rd forecast/man/autoplot.stl.Rd forecast/man/ma.Rd forecast/man/arima.errors.Rd forecast/man/plot.bats.Rd forecast/man/arimaorder.Rd forecast/man/forecast.ets.Rd forecast/man/forecast.HoltWinters.Rd forecast/man/seasonplot.Rd forecast/man/tbats.Rd forecast/man/plot.mforecast.Rd forecast/man/woolyrnq.Rd forecast/man/ggmonthplot.Rd

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