MyNixOS website logo
Description

Forecasting Functions for Time Series and Linear Models.

Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.

forecast

R-CMD-check CRAN_Status_Badge Downloads Licence

The R package forecast provides methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.

A complementary forecasting package is the fable package, which implements many of the same models but in a tidyverse framework.

Installation

You can install the stable version from CRAN.

install.packages('forecast', dependencies = TRUE)

You can install the development version from Github

# install.packages("remotes")
remotes::install_github("robjhyndman/forecast")

Usage

library(forecast)
library(ggplot2)

# ETS forecasts
USAccDeaths %>%
  ets() %>%
  forecast() %>%
  autoplot()

# Automatic ARIMA forecasts
WWWusage %>%
  auto.arima() %>%
  forecast(h=20) %>%
  autoplot()

# ARFIMA forecasts
library(fracdiff)
x <- fracdiff.sim( 100, ma=-.4, d=.3)$series
arfima(x) %>%
  forecast(h=30) %>%
  autoplot()

# Forecasting with STL
USAccDeaths %>%
  stlm(modelfunction=ar) %>%
  forecast(h=36) %>%
  autoplot()

AirPassengers %>%
  stlf(lambda=0) %>%
  autoplot()

USAccDeaths %>%
  stl(s.window='periodic') %>%
  forecast() %>%
  autoplot()

# TBATS forecasts
USAccDeaths %>%
  tbats() %>%
  forecast() %>%
  autoplot()

taylor %>%
  tbats() %>%
  forecast() %>%
  autoplot()

For more information

  • Get started in forecasting with the online textbook at http://OTexts.org/fpp2/
  • Read the Hyndsight blog at https://robjhyndman.com/hyndsight/
  • Ask forecasting questions on http://stats.stackexchange.com/tags/forecasting
  • Ask R questions on http://stackoverflow.com/tags/forecasting+r
  • Join the International Institute of Forecasters: http://forecasters.org/

License

This package is free and open source software, licensed under GPL-3.

Metadata

Version

8.23.0

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
    Linux
    MMIXware
    NetBSD
    none
    OpenBSD
    Redox
    Solaris
    WASI
    Windows
Show all
  • aarch64-darwin
  • aarch64-genode
  • aarch64-linux
  • aarch64-netbsd
  • aarch64-none
  • aarch64_be-none
  • arm-none
  • armv5tel-linux
  • armv6l-linux
  • armv6l-netbsd
  • armv6l-none
  • armv7a-darwin
  • armv7a-linux
  • armv7a-netbsd
  • armv7l-linux
  • armv7l-netbsd
  • avr-none
  • i686-cygwin
  • i686-darwin
  • i686-freebsd
  • i686-genode
  • i686-linux
  • i686-netbsd
  • i686-none
  • i686-openbsd
  • i686-windows
  • javascript-ghcjs
  • loongarch64-linux
  • m68k-linux
  • m68k-netbsd
  • m68k-none
  • microblaze-linux
  • microblaze-none
  • microblazeel-linux
  • microblazeel-none
  • mips-linux
  • mips-none
  • mips64-linux
  • mips64-none
  • mips64el-linux
  • mipsel-linux
  • mipsel-netbsd
  • mmix-mmixware
  • msp430-none
  • or1k-none
  • powerpc-netbsd
  • powerpc-none
  • powerpc64-linux
  • powerpc64le-linux
  • powerpcle-none
  • riscv32-linux
  • riscv32-netbsd
  • riscv32-none
  • riscv64-linux
  • riscv64-netbsd
  • riscv64-none
  • rx-none
  • s390-linux
  • s390-none
  • s390x-linux
  • s390x-none
  • vc4-none
  • wasm32-wasi
  • wasm64-wasi
  • x86_64-cygwin
  • x86_64-darwin
  • x86_64-freebsd
  • x86_64-genode
  • x86_64-linux
  • x86_64-netbsd
  • x86_64-none
  • x86_64-openbsd
  • x86_64-redox
  • x86_64-solaris
  • x86_64-windows