PackageForecast package 


Forecasting Functions for Time Series and Linear Models 

Time series analysisFunctions for working with time series 

MultiSeasonal Time Series 

Subsetting a time series 

Number of trading days in each season 

Easter holidays in each season 

Number of days in each season 

Fourier terms for modelling seasonality 

Seasonal dummy variables 

Find dominant frequency of a time series 

Box Cox Transformation 

Automatic selection of Box Cox transformation parameter 

Identify and replace outliers and missing values in a time series 

Identify and replace outliers in a time series 

Interpolate missing values in a time series 

Number of differences required for a stationary series 

Number of differences required for a seasonally stationary series 

BoxCox and Loessbased decomposition bootstrap. 

Is an object constant? 

Seasonal decompositionFunctions used in seasonal decomposition 

Movingaverage smoothing 

Multiple seasonal decomposition 

Seasonal adjustment 

Extract components from a time series decomposition 

ModellingFunctions for estimating time series models 

Fit a fractionally differenced ARFIMA model 

Fit ARIMA model to univariate time series 

Fit best ARIMA model to univariate time series 

Exponential smoothing state space model 

Forecasting using a bagged model 

BATS model (Exponential smoothing state space model with BoxCox transformation, ARMA errors, Trend and Seasonal components) 

TBATS model (Exponential smoothing state space model with BoxCox transformation, ARMA errors, Trend and Seasonal components) 

Neural Network Time Series Forecasts 

Forecasting using stl objects 

Fit a linear model with time series components 

ForecastingFunctions for producing forecasts 

Naive and Random Walk Forecasts 

Mean Forecast 

Exponential smoothing forecasts 

DoubleSeasonal HoltWinters Forecasting 

Forecasting using stl objects 

Cubic Spline Forecast 

Theta method forecast 

Forecasts for intermittent demand using Croston's method 

Forecast seasonal index 

Forecasting time series 

Forecasting using ARIMA or ARFIMA models 

Forecasting using ETS models 

Forecasting using a bagged model 

Forecasting using BATS and TBATS models 

Forecasting using HoltWinters objects 

Forecast a linear model with possible time series components 

Forecast a multiple linear model with possible time series components 

Forecasting time series 

Forecasting using neural network models 

Forecasting using Structural Time Series models 

PlottingFunctions for plotting time series and forecasts 

Histogram with optional normal and kernel density functions 

Seasonal plot 

Create a seasonal subseries ggplot 

Time series lag ggplots 

(Partial) Autocorrelation and CrossCorrelation Function Estimation 


ggplot (Partial) Autocorrelation and CrossCorrelation Function Estimation and Plotting 
Time series display 

Check that residuals from a time series model look like white noise 

Plot characteristic roots from ARIMA model 


Plot components from BATS model 
Plot components from ETS model 


Forecast plot 

Multivariate forecast plot 

Plot time series decomposition components using ggplot 

Automatically create a ggplot for time series objects 
Create a ggplot layer appropriate to a particular data type 

Model analysisFunctions for analysing time series models 


hstep insample forecasts for time series models. 

Residuals for various time series models 
Check that residuals from a time series model look like white noise 

Return the order of an ARIMA or ARFIMA model 


Simulation from a time series model 
Extract components of a TBATS model 

Forecast evaluationFunctions used for evaluating forecasts 

Accuracy measures for a forecast model 

kfold CrossValidation applied to an autoregressive model 

Crossvalidation statistic 

Time series crossvalidation 

DieboldMariano test for predictive accuracy 

DataData sets included in the package 

Australian monthly gas production 

Daily morning gold prices 

Halfhourly electricity demand 

Australian total wine sales 

Quarterly production of woollen yarn in Australia 