forecast: Forecasting Functions for Time Series and Linear Models
Version 8.0

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], Mitchell O'Hara-Wild [aut], Christoph Bergmeir [aut], Slava Razbash [aut], Earo Wang [aut]
Date of publication2017-02-23 08:31:18
MaintainerRob Hyndman <Rob.Hyndman@monash.edu>
LicenseGPL (>= 2)
Version8.0
URL http://github.com/robjhyndman/forecast
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("forecast")

Getting started

README.md

Popular man pages

arfima: Fit a fractionally differenced ARFIMA model
autoplot.ts: Automatically create a ggplot for time series objects
diebold.mariano.test: Diebold-Mariano test for predictive accuracy
forecast.bats: Forecasting using BATS and TBATS models
naive: Naive and Random Walk Forecasts
tbats: TBATS model (Exponential smoothing state space model with...
tslm: Fit a linear model with time series components
See all...

All man pages Function index File listing

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
arimaorder: Return the order of an ARIMA or ARFIMA model
auto.arima: Fit best ARIMA model to univariate time series
autolayer: Create a ggplot layer appropriate to a particular data type
autoplot.acf: ggplot (Partial) Autocorrelation and Cross-Correlation...
autoplot.seas: Plot time series decomposition components using ggplot
autoplot.ts: Automatically create a ggplot for time series objects
baggedETS: Forecasting using the bagged ETS method
bats: BATS model (Exponential smoothing state space model with...
bizdays: Number of trading days in each season
bld.mbb.bootstrap: Box-Cox and Loess-based decomposition bootstrap.
BoxCox: Box Cox Transformation
BoxCoxlambda: Automatic selection of Box Cox transformation parameter
checkresiduals: Check that residuals from a time series model look like white...
components: Extract components from a time series decomposition
croston: Forecasts for intermittent demand using Croston's method
CV: Cross-validation statistic
CVar: k-fold Cross-Validation applied to an autoregressive model
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 for time series models.
forecast: Forecasting time series
forecast.Arima: Forecasting using ARIMA or ARFIMA models
forecast.baggedETS: Forecasting using the bagged ETS method
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
fourier: Fourier terms for modelling seasonality
gas: Australian monthly gas production
geom_forecast: Forecast plot
getResponse: Get response variable from time series model.
gghistogram: Histogram with optional normal and kernel density functions
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?
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
reexports: Objects exported from other packages
residuals: Residuals for various time series models
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...
tscv: Time series cross-validation
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

Functions

Acf Man page Source code
Arima Man page Source code
BoxCox Man page Source code
BoxCox.lambda Man page Source code
CHtest Source code
CV Man page Source code
CVar Man page Source code
Ccf Man page Source code
GeomForecast Man page
HoltWintersZZ Source code
InvBoxCox Man page Source code
InvBoxCoxf Source code
MBB Source code
OCSBtest Source code
Pacf Man page Source code
SD.test Source code
SeasDummy Source code
StatForecast Man page
UndoWhichModels Source code
WhichModels Source code
\%>\% Man page
accuracy Man page Source code
accuracy.mforecast Source code
admissible Source code
arfima Man page Source code
arima.errors Man page Source code
arima.string Source code
arima2 Source code
arimaorder Man page Source code
arroots Source code
as.character.Arima Source code
as.data.frame.forecast Source code
as.data.frame.mforecast Source code
auto.arima Man page Source code
autolayer Man page Source code
autolayer.forecast Man page Source code
autolayer.mforecast Man page Source code
autolayer.mts Man page Source code
autolayer.ts Man page Source code
autoplot.Arima Man page Source code
autoplot.StructTS Man page Source code
autoplot.acf Man page Source code
autoplot.ar Man page Source code
autoplot.decomposed.ts Man page Source code
autoplot.ets Man page Source code
autoplot.forecast Man page Source code
autoplot.mforecast Man page Source code
autoplot.mpacf Man page Source code
autoplot.mts Man page Source code
autoplot.seas Man page Source code
autoplot.splineforecast Man page Source code
autoplot.stl Man page Source code
autoplot.ts Man page Source code
avnnet Source code
baggedETS Man page Source code
bats Man page Source code
bcloglik Source code
best.arima Man page
bizdays Man page Source code
bld.mbb.bootstrap Man page Source code
blendHex Source code
calcFTest Source code
calcLikelihood Source code
calcLikelihoodNOTransformed Source code
calcLikelihoodNOTransformedTBATS Source code
calcLikelihoodTBATS Source code
calcModel Source code
calcOCSBCritVal Source code
calcSeasonalSeeds Source code
check.param Source code
checkAdmissibility Source code
checkarima Source code
checkresiduals Man page Source code
class1 Source code
class2 Source code
class3 Source code
coef.ets Source code
croston Man page Source code
croston2 Source code
cutW Source code
cutWTBATS Source code
datamat Source code
dm.test Man page Source code
dshw Man page Source code
dshw.mse Source code
easter Man page Source code
ets Man page Source code
etsTargetFunctionInit Source code
etsmodel Source code
filterSpecifics Source code
filterTBATSSpecifics Source code
findGCD Source code
findfrequency Man page Source code
fitPreviousBATSModel Source code
fitPreviousTBATSModel Source code
fitSpecificBATS Source code
fitSpecificTBATS Source code
fitted.Arima Man page Source code
fitted.ar Source code
fitted.bats Man page Source code
fitted.ets Man page Source code
fitted.fracdiff Man page Source code
fitted.nnetar Man page Source code
fitted.tbats Man page Source code
forecast Man page Source code
forecast.Arima Man page Source code
forecast.HoltWinters Man page Source code
forecast.StructTS Man page Source code
forecast.ar Man page Source code
forecast.baggedETS Man page Source code
forecast.bats Man page Source code
forecast.default Man page Source code
forecast.ets Man page Source code
forecast.forecast Source code
forecast.fracdiff Man page Source code
forecast.lm Man page Source code
forecast.mlm Man page Source code
forecast.mts Man page Source code
forecast.nnetar Man page Source code
forecast.stl Man page Source code
forecast.stlm Man page Source code
forecast.tbats Man page Source code
forecast.ts Man page Source code
forecast.varest Source code
forecast2plotdf Source code
fortify.ts Man page Source code
fourier Man page Source code Source code
fourierf Man page Source code
gas Man page
geom_forecast Man page Source code
getResponse Man page Source code
getResponse.Arima Source code
getResponse.ar Source code
getResponse.bats Source code
getResponse.default Source code
getResponse.fracdiff Source code
getResponse.lm Source code
getResponse.mforecast Source code
getResponse.tbats Source code
getxreg Source code
ggAcf Man page Source code
ggAddExtras Source code
ggCcf Man page Source code
ggPacf Man page Source code
gghistogram Man page Source code
gglagchull Man page Source code
gglagplot Man page Source code
ggmonthplot Man page Source code
ggseasonplot Man page Source code
ggsubseriesplot Man page Source code
ggtaperedacf Man page Source code
ggtaperedpacf Man page Source code
ggtsbreaks Source code
ggtsdisplay Man page Source code
gold Man page
guer.cv Source code
guerrero Source code
head.ts Source code
hfitted Source code
holt Man page Source code
hw Man page Source code
initparam Source code
initstate Source code
is.Arima Man page Source code
is.acf Man page Source code
is.baggedETS Man page Source code
is.bats Man page Source code
is.constant Man page Source code
is.ets Man page Source code
is.forecast Man page Source code
is.htest Source code
is.mforecast Man page Source code
is.nnetar Man page Source code
is.nnetarmodels Man page Source code
is.splineforecast Man page Source code
is.stlm Man page Source code
kappa Source code
lagwalk Source code
lik Source code
logLik.ets Source code
lpb Source code
ma Man page Source code
make.Sigma Source code
makeFMatrix Source code
makeParscale Source code
makeParscaleBATS Source code
makeSingleFourier Source code
makeTBATSFMatrix Source code
makeText Source code
makeTextTBATS Source code
makeXMatrix Source code
maroots Source code
meanf Man page Source code
mforecast Man page
mlmsplit Source code
monthdays Man page Source code
msts Man page Source code
myarima Source code
myarima.sim Source code
na.ends Source code
na.interp Man page Source code
naive Man page Source code
ndiffs Man page Source code
newmodel Source code
nnetar Man page Source code
nobs.ets Source code
nsdiffs Man page Source code
oldmodel_avnnet Source code
onAttach Source code
parFilterSpecifics Source code
parFilterTBATSSpecifics Source code
parFitSpecificTBATS Source code
par_dshw Source code
parameterise Source code
pegelsfcast.C Source code
pegelsresid.C Source code
plot.Arima Man page Source code
plot.ar Man page Source code
plot.armaroots Source code
plot.bats Man page Source code
plot.ets Man page Source code
plot.forecast Man page Source code
plot.mforecast Man page Source code
plot.mpacf Source code
plot.splineforecast Man page Source code
plot.tbats Man page Source code
plotlmforecast Source code
predict.default Source code
print.ARIMA Source code
print.CVar Source code
print.baggedETS Source code
print.bats Source code
print.ets Source code
print.forecast Man page Source code
print.mforecast Man page Source code
print.msts Source code
print.naive Source code
print.nnetar Source code
print.nnetarmodels Source code
print.tbats Source code
recoverTSP Source code
remainder Man page Source code
residuals.Arima Man page Source code
residuals.ar Man page Source code
residuals.bats Man page Source code
residuals.ets Man page Source code
residuals.forecast Man page Source code
residuals.fracdiff Man page Source code
residuals.geom_forecast Source code
residuals.nnetar Man page Source code
residuals.stlm Man page Source code
residuals.tbats Man page
rwf Man page Source code
scale.ts Source code
search.arima Source code
seasadj Man page Source code
seasadj.decomposed.ts Source code
seasadj.seas Source code
seasadj.stl Source code
seasadj.tbats Source code
seasextract_w_na_action Source code
seasindex Source code
seasonal Man page Source code
seasonalaxis Source code
seasonaldummy Man page Source code
seasonaldummyf Man page Source code
seasonplot Man page Source code
ses Man page Source code
simulate.Arima Man page Source code
simulate.ar Man page Source code
simulate.ets Man page Source code
simulate.fracdiff Man page Source code
simulate.nnetar Man page Source code
sindexf Man page Source code
snaive Man page Source code
spline.loglik Source code
spline.matrices Source code
splinef Man page Source code
stlf Man page Source code
stlm Man page Source code
subset.forecast Source code
subset.ts Man page Source code
summary.Arima Source code
summary.ets Source code
summary.forecast Man page Source code
summary.mforecast Man page Source code
tail.ts Source code
taperedacf Man page Source code
taperedpacf Man page Source code
taylor Man page
tbats Man page Source code
tbats.components Man page Source code
testaccuracy Source code
thetaf Man page Source code
tl Source code
toMat Source code
trainingaccuracy Source code
trendcycle Man page Source code
tsCV Man page Source code
tsclean Man page Source code
tsdiag.ets Source code
tsdisplay Man page Source code
tslm Man page Source code
tsoutliers Man page Source code
unParameterise Source code
unParameteriseTBATS Source code
undo.na.ends Source code
unfracdiff Source code
wacf Source code
window.msts Source code
wineind Man page
woolyrnq Man page
wpacf Source code
zzhw Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/JSS2008.R
inst/doc/JSS2008.pdf
inst/doc/JSS2008.Rmd
tests
tests/testthat.R
tests/testthat
tests/testthat/test-msts.R
tests/testthat/test-acf.R
tests/testthat/test-hfitted.R
tests/testthat/test-ggplot.R
tests/testthat/test-wrangle.R
tests/testthat/test-dshw.R
tests/testthat/test-arima.R
tests/testthat/test-tbats.R
tests/testthat/test-season.R
tests/testthat/test-tslm.R
tests/testthat/test-subset.R
tests/testthat/test-forecast2.R
tests/testthat/test-armaroots.R
tests/testthat/test-bats.R
tests/testthat/test-nnetar.R
tests/testthat/test-arfima.R
tests/testthat/test-clean.R
tests/testthat/test-accuracy.R
tests/testthat/test-forecast.R
tests/testthat/test-refit.R
tests/testthat/test-graph.R
tests/testthat/test-mforecast.R
tests/testthat/test-newarima2.R
tests/testthat/test-ets.R
tests/testthat/test-biasadj.R
tests/testthat/test-calendar.R
tests/testthat/test-spline.R
src
src/calcTBATS.cpp
src/Makevars
src/updateMatrices.cpp
src/updateTBATSMatrices.cpp
src/calcBATS.h
src/makeBATSMatrices.cpp
src/etspolyroot.c
src/makeTBATSMatrices.cpp
src/etsTargetFunctionWrapper.cpp
src/calcBATS.cpp
src/etscalc.c
src/registerDynamicSymbol.c
src/etsTargetFunction.cpp
src/Makevars.win
src/etsTargetFunction.h
NAMESPACE
data
data/woolyrnq.rda
data/wineind.rda
data/gold.rda
data/gas.rda
data/taylor.rda
R
R/tsdiag.R
R/etsforecast.R
R/seasadj.R
R/dshw.r
R/checkAdmissibility.R
R/forecastTBATS.R
R/bootstrap.R
R/fitTBATS.R
R/subset.R
R/baggedETS.R
R/mforecast.R
R/arfima.R
R/tbats.R
R/checkresiduals.R
R/clean.R
R/makeMatrices.R
R/armaroots.R
R/ggplot.R
R/ets.R
R/forecast2.R
R/guerrero.R
R/whichmodels.R
R/wrangle.R
R/DM2.R
R/acf.R
R/HoltWintersNew.R
R/errors.R
R/lm.R
R/nnetar.R
R/components.R
R/graph.R
R/naive.R
R/theta.R
R/spline.R
R/makeParamVector.R
R/fitBATS.R
R/newarima2.R
R/forecast.R
R/forecastBATS.R
R/simulate.R
R/season.R
R/bats.R
R/attach.R
R/adjustSeasonalSeeds.R
R/getResponse.R
R/tscv.R
R/arima.R
R/forecast.varest.R
R/msts.R
R/calendar.R
R/residuals.R
vignettes
vignettes/jsslogo.jpg
vignettes/JSS-paper.bib
vignettes/JSS2008.Rmd
README.md
MD5
build
build/vignette.rds
DESCRIPTION
ChangeLog
man
man/forecast.stl.Rd
man/arima.Rd
man/subsetts.Rd
man/forecast.nnetar.Rd
man/forecast.lm.Rd
man/taylor.Rd
man/ses.Rd
man/tbats.components.Rd
man/fitted.Arima.Rd
man/gas.Rd
man/accuracy.Rd
man/forecast.mlm.Rd
man/bld.mbb.bootstrap.Rd
man/simulate.Rd
man/residuals.Rd
man/nnetar.Rd
man/findfrequency.Rd
man/gglagplot.Rd
man/CV.Rd
man/BoxCoxlambda.Rd
man/plot.ets.Rd
man/forecast.StructTS.Rd
man/spline.f.Rd
man/tscv.Rd
man/seasonal.dummy.Rd
man/gold.Rd
man/autoplot.seas.Rd
man/Acf.Rd
man/bizdays.Rd
man/is.constant.Rd
man/theta.Rd
man/auto.arima.Rd
man/components.Rd
man/autolayer.Rd
man/na.interp.Rd
man/is.model.Rd
man/BoxCox.Rd
man/dshw.Rd
man/is.forecast.Rd
man/wineind.Rd
man/ets.Rd
man/baggedETS.Rd
man/gghistogram.Rd
man/plot.Arima.Rd
man/bats.Rd
man/ts.display.Rd
man/reexports.Rd
man/checkresiduals.Rd
man/getResponse.Rd
man/naive.Rd
man/tsclean.Rd
man/autoplot.acf.Rd
man/msts.Rd
man/forecastplot.Rd
man/forecast.Arima.Rd
man/monthdays.Rd
man/geom_forecast.Rd
man/tslm.Rd
man/croston.Rd
man/autoplot.ts.Rd
man/forecast.baggedETS.Rd
man/meanf.Rd
man/forecast.bats.Rd
man/seas.adj.Rd
man/diebold.mariano.test.Rd
man/numberdiffs.Rd
man/tsoutliers.Rd
man/easter.Rd
man/forecast.Rd
man/sindex.Rd
man/mforecast.Rd
man/arfima.Rd
man/ma.Rd
man/plot.bats.Rd
man/CVar.Rd
man/arimaorder.Rd
man/forecast.ets.Rd
man/forecast.HoltWinters.Rd
man/fourier.Rd
man/seasonplot.Rd
man/tbats.Rd
man/plot.mforecast.Rd
man/woolyrnq.Rd
man/ggmonthplot.Rd
forecast documentation built on May 20, 2017, 12:04 a.m.

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