Forecasting functions for time series and linear models

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Documentation for package ‘forecast’ version 3.24

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accuracy Accuracy measures for forecast model
Acf (Partial) Autocorrelation Function Estimation
arfima Fit a fractionally differenced ARFIMA model
Arima Fit ARIMA model to univariate time series
arima.errors ARIMA errors
auto.arima Fit best ARIMA model to univariate time series
bats BATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components)
best.arima Fit best ARIMA model to univariate time series
BoxCox Box Cox Transformation
BoxCox.lambda Automatic selection of Box Cox transformation parameter
croston Forecasts for intermittent demand using Croston's method
CV Cross-validation statistic
dm.test Diebold-Mariano test for predictive accuracy
dshw Double-Seasonal Holt-Winters Forecasting
ets Exponential smoothing state space model
fitted.Arima One-step in-sample forecasts using ARIMA models
forecast Forecasting time series
forecast.ar Forecasting using ARIMA or ARFIMA models
forecast.Arima Forecasting using ARIMA or ARFIMA models
forecast.bats Forecasting using BATS and TBATS models
forecast.default Forecasting time series
forecast.ets Forecasting using ETS models
forecast.fracdiff Forecasting using ARIMA or ARFIMA models
forecast.HoltWinters Forecasting using Holt-Winters objects
forecast.lm Forecast a linear model with possible time series components
forecast.stl Forecasting using stl objects
forecast.StructTS Forecasting using Structural Time Series models
forecast.tbats Forecasting using BATS and TBATS models
forecast.ts Forecasting time series
fourier Seasonal dummy variables
fourierf Seasonal dummy variables
gas Australian monthly gas production
gold Daily morning gold prices
holt Exponential smoothing forecasts
hw Exponential smoothing forecasts
InvBoxCox Box Cox Transformation
logLik.ets Log-Likelihood of an ets object
ma Moving-average smoothing
meanf Mean Forecast
monthdays Number of days in each season
msts Multi-Seasonal Time Series
na.interp Interpolate missing values in a time series
naive Naive forecasts
ndiffs Number of differences required for a stationary series
nsdiffs Number of differences required for a stationary series
Pacf (Partial) Autocorrelation Function Estimation
plot.bats Plot components from BATS model
plot.ets Plot components from ETS model
plot.forecast Forecast plot
plot.splineforecast Forecast plot
plot.tbats Plot components from BATS model
print.forecast Forecasting time series
rwf Random Walk Forecast
seasadj Seasonal adjustment
seasonaldummy Seasonal dummy variables
seasonaldummyf Seasonal dummy variables
seasonplot Seasonal plot
ses Exponential smoothing forecasts
simulate.ar Simulation from a time series model
simulate.Arima Simulation from a time series model
simulate.ets Simulation from a time series model
simulate.fracdiff Simulation from a time series model
sindexf Forecast seasonal index
snaive Naive forecasts
splinef Cubic Spline Forecast
stl Forecasting using stl objects
stlf Forecasting using stl objects
subset.ts Subsetting a time series
summary.forecast Forecasting time series
taylor Half-hourly electricity demand
tbats TBATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components)
thetaf Theta method forecast
tsdisplay Time series display
tslm Fit a linear model with time series components
wineind Australian total wine sales
woolyrnq Quarterly production of woollen yarn in Australia