Man pages for robjhyndman/forecast
Forecasting Functions for Time Series and Linear Models

accuracy.defaultAccuracy measures for a forecast model
Acf(Partial) Autocorrelation and Cross-Correlation Function...
arfimaFit a fractionally differenced ARFIMA model
ArimaFit ARIMA model to univariate time series
arima.errorsErrors from a regression model with ARIMA errors
arimaorderReturn the order of an ARIMA or ARFIMA model
auto.arimaFit best ARIMA model to univariate time series
autolayerCreate a ggplot layer appropriate to a particular data type
autoplot.acfggplot (Partial) Autocorrelation and Cross-Correlation...
autoplot.seasPlot time series decomposition components using ggplot
autoplot.tsAutomatically create a ggplot for time series objects
baggedModelForecasting using a bagged model
batsBATS model (Exponential smoothing state space model with...
bizdaysNumber of trading days in each season
bld.mbb.bootstrapBox-Cox and Loess-based decomposition bootstrap.
BoxCoxBox Cox Transformation
BoxCox.lambdaAutomatic selection of Box Cox transformation parameter
checkresidualsCheck that residuals from a time series model look like white...
crostonForecasts for intermittent demand using Croston's method
CVCross-validation statistic
CVark-fold Cross-Validation applied to an autoregressive model
dm.testDiebold-Mariano test for predictive accuracy
dshwDouble-Seasonal Holt-Winters Forecasting
easterEaster holidays in each season
etsExponential smoothing state space model
findfrequencyFind dominant frequency of a time series
fitted.Arimah-step in-sample forecasts for time series models.
forecast.ArimaForecasting using ARIMA or ARFIMA models
forecast.baggedModelForecasting using a bagged model
forecast.batsForecasting using BATS and TBATS models
forecast.etsForecasting using ETS models
forecast.HoltWintersForecasting using Holt-Winters objects
forecast.lmForecast a linear model with possible time series components
forecast.mlmForecast a multiple linear model with possible time series...
forecast.modelARForecasting using user-defined model
forecast.mtsForecasting time series
forecast.nnetarForecasting using neural network models
forecast-packageforecast: Forecasting Functions for Time Series and Linear...
forecast.stlForecasting using stl objects
forecast.StructTSForecasting using Structural Time Series models
forecast.tsForecasting time series
fourierFourier terms for modelling seasonality
gasAustralian monthly gas production
geom_forecastForecast plot
getResponseGet response variable from time series model.
gghistogramHistogram with optional normal and kernel density functions
gglagplotTime series lag ggplots
ggmonthplotCreate a seasonal subseries ggplot
goldDaily morning gold prices
is.constantIs an object constant?
is.etsIs an object a particular model type?
is.forecastIs an object a particular forecast type?
maMoving-average smoothing
meanfMean Forecast
modelARTime Series Forecasts with a user-defined model
modeldfCompute model degrees of freedom
monthdaysNumber of days in each season
mstlMultiple seasonal decomposition
mstsMulti-Seasonal Time Series
na.interpInterpolate missing values in a time series
naiveNaive and Random Walk Forecasts
ndiffsNumber of differences required for a stationary series
nnetarNeural Network Time Series Forecasts
nsdiffsNumber of differences required for a seasonally stationary...
ocsb.testOsborn, Chui, Smith, and Birchenhall Test for Seasonal Unit...
plot.ArimaPlot characteristic roots from ARIMA model
plot.batsPlot components from BATS model
plot.etsPlot components from ETS model
plot.forecastForecast plot
plot.mforecastMultivariate forecast plot
reexportsObjects exported from other packages
residuals.forecastResiduals for various time series models
seasadjSeasonal adjustment
seasonalExtract components from a time series decomposition
seasonaldummySeasonal dummy variables
seasonplotSeasonal plot
sesExponential smoothing forecasts
simulate.etsSimulation from a time series model
sindexfForecast seasonal index
splinefCubic Spline Forecast
subset.tsSubsetting a time series
taylorHalf-hourly electricity demand
tbatsTBATS model (Exponential smoothing state space model with...
tbats.componentsExtract components of a TBATS model
thetafTheta method forecast
tscleanIdentify and replace outliers and missing values in a time...
tsCVTime series cross-validation
tsdisplayTime series display
tslmFit a linear model with time series components
tsoutliersIdentify and replace outliers in a time series
wineindAustralian total wine sales
woolyrnqQuarterly production of woollen yarn in Australia
robjhyndman/forecast documentation built on April 20, 2024, 4:52 a.m.