Forecasting functions for time series

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Documentation for package ‘forecast’ version 2.01

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accuracy Accuracy measures for forecast model
Arima Fit ARIMA model to univariate time series
arima.errors ARIMA errors
auto.arima Fit best ARIMA model to univariate time series
best.arima Fit best ARIMA model to univariate time series
BoxCox Box Cox Transformation
croston Forecasts for intermittent demand using Croston's method
dm.test Diebold-Mariano test for predictive accuracy
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 models
forecast.Arima Forecasting using ARIMA models
forecast.default Forecasting time series
forecast.ets Forecasting using ETS models
forecast.HoltWinters Forecasting using Holt-Winters objects
forecast.StructTS Forecasting using Structural Time Series models
forecast.ts Forecasting time series
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
meanf Mean Forecast
monthdays Number of days in each season
na.interp Interpolate missing values in a time series
ndiffs Number of differences
plot.ets Plot components from ETS model
plot.forecast Forecast plot
plot.splineforecast Forecast plot
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.ets Simulation from an ETS model
sindexf Forecast seasonal index
splinef Cubic Spline Forecast
summary.forecast Forecasting time series
thetaf Theta method forecast
tsdisplay Time series display
wineind Australian total wine sales
woolyrnq Quarterly production of woollen yarn in Australia