Package: tsforecast 1.3.0

Ka Yui Karl Wu

tsforecast: Time Series Forecasting Functions

Fundamental time series forecasting models such as autoregressive integrated moving average (ARIMA), exponential smoothing, and simple moving average are included. For ARIMA models, the output follows the traditional parameterisation by Box and Jenkins (1970, ISBN: 0816210942, 9780816210947). Furthermore, there are functions for detailed time series exploration and decomposition, respectively. All data and result visualisations are generated by 'ggplot2' instead of conventional R graphical output. For more details regarding the theoretical background of the models see Hyndman, R.J. and Athanasopoulos, G. (2021) <https://otexts.com/fpp3/>.

Authors:Ka Yui Karl Wu [aut, cre]

tsforecast_1.3.0.tar.gz
tsforecast_1.3.0.tar.gz(r-4.7-any)tsforecast_1.3.0.tar.gz(r-4.6-any)
tsforecast_1.3.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html
DESCRIPTION
card.svg |card.png
tsforecast/json (API)

# Install 'tsforecast' in R:
install.packages('tsforecast', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • airport - Airport Travellers Time Series.

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.48 score 1 stars 5 scripts 218 downloads 28 exports 40 dependencies

Last updated from:05c2d04180. Checks:4 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK129
source / vignettesOK166
linux-release-x86_64OK148
wasm-releaseOK141

Exports:is.outliertsacftsacovtsarimatsattrcopytsboxplottsccftsccovtsconverttsdecomptsdifftsesmtsexploretsforecasttsfreqtshistogramtslagtslineplottslmtsmltesttsmodelevaltsmovavtsnametspacftsqqplottsscatterplottstimetstimegap

Dependencies:clicolorspacecpp11curlfarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestlubridatemagrittrnlmennetquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangS7scalestimechangetimeDatetseriesTTRurcavctrsviridisLitewithrxtszoo

Readme and manuals

Help Manual

Help pageTopics
Airport Travellers Time Series.airport
Outlier Identificationis.outlier
Predict Time Series Valuespredict predict.tsarima predict.tsesm predict.tslm print.tspredict
Extract Information of a Time Seriests-functions tsattrcopy tsfreq tsname tstime tstimegap
Auto- Covariance and -Correlation Function Estimationplot.tsacf print.tsacf tsacf tsacov tsccf tsccov tspacf
Fitting ARIMA Modelsprint.tsarima summary.tsarima tsarima
Box Plotstsboxplot
Convert One-Dimensional Data to Time Seriestsconvert
Decompose a Time Seriesplot.tsdecomp print.tsdecomp tsdecomp
Difference a Time Seriestsdiff
Exponential Smoothing Forecastsprint.tsesm summary.tsesm tsesm
Explore a Time Series Numerically and Graphicallyplot.tsexplore print.tsexplore tsexplore
Forecast Time Series based on Fitted Modelsget_forecast plot.tsforecast print.tsforecast tsforecast tsforecast.tsarima tsforecast.tsesm tsforecast.tslm
Histogramstshistogram
Lag a Time Seriestslag
Time Series Line Plotstslineplot
Generate Time Series Regression Modelprint.tslm summary.tslm tslm
McLeod-Li Test for ARCH Effecttsmltest
Goodness of Fit of a Time Series Modeltsmodeleval
Generate Moving Averages of a Time Seriesplot.tsmovav print.tsmovav tsmovav
Quantile-Quantile Plotstsqqplot
Scatter Plottsscatterplot