robjhyndman/forecast

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forecast 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.