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.

Install the latest version of this package by entering the following in R:
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 <>
LicenseGPL (>= 2)

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

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


\%>\% Man page
accuracy Man page
Acf Man page
arfima Man page
Arima Man page
arima.errors Man page
arimaorder Man page
auto.arima Man page
autolayer Man page
autolayer.forecast Man page
autolayer.mforecast Man page
autolayer.mts Man page
autolayer.ts Man page
autoplot.acf Man page Man page
autoplot.Arima Man page
autoplot.decomposed.ts Man page
autoplot.ets Man page
autoplot.forecast Man page
autoplot.mforecast Man page
autoplot.mpacf Man page
autoplot.mts Man page
autoplot.seas Man page
autoplot.splineforecast Man page
autoplot.stl Man page
autoplot.StructTS Man page
autoplot.ts Man page
baggedETS Man page
bats Man page
best.arima Man page
bizdays Man page
bld.mbb.bootstrap Man page
BoxCox Man page
BoxCox.lambda Man page
Ccf Man page
checkresiduals Man page
croston Man page
CV Man page
CVar Man page
dm.test Man page
dshw Man page
easter Man page
ets Man page
findfrequency Man page
fitted.Arima Man page
fitted.bats Man page
fitted.ets Man page
fitted.fracdiff Man page
fitted.nnetar Man page
fitted.tbats Man page
forecast Man page Man page
forecast.Arima Man page
forecast.baggedETS Man page
forecast.bats Man page
forecast.default Man page
forecast.ets Man page
forecast.fracdiff Man page
forecast.HoltWinters Man page
forecast.lm Man page
forecast.mlm Man page
forecast.mts Man page
forecast.nnetar Man page
forecast.stl Man page
forecast.stlm Man page
forecast.StructTS Man page
forecast.tbats Man page
forecast.ts Man page
fortify.ts Man page
fourier Man page
fourierf Man page
gas Man page
geom_forecast Man page
GeomForecast Man page
getResponse Man page
ggAcf Man page
ggCcf Man page
gghistogram Man page
gglagchull Man page
gglagplot Man page
ggmonthplot Man page
ggPacf Man page
ggseasonplot Man page
ggsubseriesplot Man page
ggtaperedacf Man page
ggtaperedpacf Man page
ggtsdisplay Man page
gold Man page
holt Man page
hw Man page
InvBoxCox Man page
is.acf Man page
is.Arima Man page
is.baggedETS Man page
is.bats Man page
is.constant Man page
is.ets Man page
is.forecast Man page
is.mforecast Man page
is.nnetar Man page
is.nnetarmodels Man page
is.splineforecast Man page
is.stlm Man page
ma Man page
meanf Man page
mforecast Man page
monthdays Man page
msts Man page
na.interp Man page
naive Man page
ndiffs Man page
nnetar Man page
nsdiffs Man page
Pacf Man page Man page
plot.Arima Man page
plot.bats Man page
plot.ets Man page
plot.forecast Man page
plot.mforecast Man page
plot.splineforecast Man page
plot.tbats Man page
print.forecast Man page
print.mforecast Man page
remainder Man page Man page
residuals.Arima Man page
residuals.bats Man page
residuals.ets Man page
residuals.forecast Man page
residuals.fracdiff Man page
residuals.nnetar Man page
residuals.stlm Man page
residuals.tbats Man page
rwf Man page
seasadj Man page
seasonal Man page
seasonaldummy Man page
seasonaldummyf Man page
seasonplot Man page
ses Man page Man page
simulate.Arima Man page
simulate.ets Man page
simulate.fracdiff Man page
simulate.nnetar Man page
sindexf Man page
snaive Man page
splinef Man page
StatForecast Man page
stlf Man page
stlm Man page
subset.ts Man page
summary.forecast Man page
summary.mforecast Man page
taperedacf Man page
taperedpacf Man page
taylor Man page
tbats Man page
tbats.components Man page
thetaf Man page
trendcycle Man page
tsclean Man page
tsCV Man page
tsdisplay Man page
tslm Man page
tsoutliers Man page
wineind Man page
woolyrnq Man page


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
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
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

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