# Forecasting Functions for Time Series and Linear Models

## Documentation for package ‘forecast’ version 5.9

- DESCRIPTION file.

## Help Pages

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
arimaorder | Return the order of an ARIMA or ARFIMA model
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
bizdays | Number of trading days in each season
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
easter | Easter holidays in each season
ets | Exponential smoothing state space model
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.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
fourier | Seasonal dummy variables
fourierf | Seasonal dummy variables
gas | Australian monthly gas production
getResponse | Get response variable from time series model.
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
nnetar | Neural Network Time Series Forecasts
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
stlm | 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)
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
wineind | Australian total wine sales
woolyrnq | Quarterly production of woollen yarn in Australia