Forecasting Functions for Time Series and Linear Models

Documentation for package ‘forecast’ version 7.1

Help Pages

-- A --

accuracy	Accuracy measures for forecast model
Acf	(Partial) Autocorrelation and Cross-Correlation Function Estimation
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 Function Estimation
autoplot.Arima	Plot characteristic roots from ARIMA model
autoplot.decomposed.ts	ggplot of a decomposed time series object
autoplot.ets	Plot components from ETS model
autoplot.forecast	Forecast plot
autoplot.mforecast	Multivariate forecast plot
autoplot.mpacf	ggplot (Partial) Autocorrelation and Cross-Correlation Function Estimation
autoplot.mts	Automatically create a ggplot for time series objects
autoplot.splineforecast	Forecast plot
autoplot.stl	ggplot STL object
autoplot.ts	Automatically create a ggplot for time series objects

-- B --

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
bizdays	Number of trading days in each season
BoxCox	Box Cox Transformation
BoxCox.lambda	Automatic selection of Box Cox transformation parameter

-- C --

Ccf	(Partial) Autocorrelation and Cross-Correlation Function Estimation
croston	Forecasts for intermittent demand using Croston's method
CV	Cross-validation statistic

-- D --

dm.test	Diebold-Mariano test for predictive accuracy
dshw	Double-Seasonal Holt-Winters Forecasting

-- E --

easter	Easter holidays in each season
ets	Exponential smoothing state space model

-- F --

findfrequency	Find dominant frequency of a time series
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.mlm	Forecast a multiple linear model with possible time series components
forecast.mts	Forecasting time series
forecast.nnetar	Neural Network Time Series Forecasts
forecast.stl	Forecasting using stl objects
forecast.stlm	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
fortify.forecast	Fortify a forecast object to data.frame for ggplot
fortify.ts	Automatically create a ggplot for time series objects
fourier	Seasonal dummy variables
fourierf	Seasonal dummy variables

-- G --

gas	Australian monthly gas production
GeomForecast	Forecast plot
geom_forecast	Forecast plot
getResponse	Get response variable from time series model.
ggAcf	ggplot (Partial) Autocorrelation and Cross-Correlation Function Estimation
ggCcf	ggplot (Partial) Autocorrelation and Cross-Correlation Function Estimation
ggmonthplot	Create a seasonal subseries ggplot
ggPacf	ggplot (Partial) Autocorrelation and Cross-Correlation Function Estimation
ggseasonplot	Seasonal plot
ggtaperedacf	ggplot (Partial) Autocorrelation and Cross-Correlation Function Estimation
ggtaperedpacf	ggplot (Partial) Autocorrelation and Cross-Correlation Function Estimation
ggtsdisplay	Time series display
gold	Daily morning gold prices

-- H --

holt	Exponential smoothing forecasts
hw	Exponential smoothing forecasts

-- I --

InvBoxCox	Box Cox Transformation
is.acf	Is an object a particular model type?
is.Arima	Is an object a particular model type?
is.bats	Is an object a particular model type?
is.constant	Is an object constant?
is.ets	Is an object a particular model type?
is.forecast	Is an object a particular forecast type?
is.mforecast	Is an object a particular forecast type?
is.nnetar	Is an object a particular model type?
is.nnetarmodels	Is an object a particular model type?
is.splineforecast	Is an object a particular forecast type?
is.stlm	Is an object a particular model type?

-- L --

Log-Likelihood of an ets object

-- M --

-- N --

na.interp	Interpolate missing values in a time series
naive	Naive forecasts
ndiffs	Number of differences required for a stationary series
nnetar	Neural Network Time Series Forecasts
nsdiffs	Number of differences required for a stationary series

-- P --

Pacf	(Partial) Autocorrelation and Cross-Correlation Function Estimation
plot.ar	Plot characteristic roots from ARIMA model
plot.Arima	Plot characteristic roots from ARIMA model
plot.bats	Plot components from BATS model
plot.ets	Plot components from ETS model
plot.forecast	Forecast plot
plot.mforecast	Multivariate forecast plot
plot.splineforecast	Forecast plot
plot.tbats	Plot components from BATS model
print.forecast	Forecasting time series
print.mforecast	Forecasting time series

-- R --

rwf	Random Walk Forecast

-- S --

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
StatForecast	Forecast plot
stl	Forecasting using stl objects
stlf	Forecasting using stl objects
stlm	Forecasting using stl objects
subset.ts	Subsetting a time series
summary.forecast	Forecasting time series
summary.mforecast	Forecasting time series

-- T --

taperedacf	(Partial) Autocorrelation and Cross-Correlation Function Estimation
taperedpacf	(Partial) Autocorrelation and Cross-Correlation Function Estimation
taylor	Half-hourly electricity demand
tbats	TBATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components)
tbats.components	Extract components of a TBATS model
thetaf	Theta method forecast
tsclean	Identify and replace outliers and missing values in a time series
tsdisplay	Time series display
tslm	Fit a linear model with time series components
tsoutliers	Identify and replace outliers in a time series

-- W --

wineind	Australian total wine sales
woolyrnq	Quarterly production of woollen yarn in Australia