Acf (Partial) Autocorrelation and Cross-Correlation Function Estimation Arima Fit ARIMA model to univariate time series BoxCox Box Cox Transformation BoxCox.lambda Automatic selection of Box Cox transformation parameter CV Cross-validation statistic CVar k-fold Cross-Validation applied to an autoregressive model StatForecast Forecast plot accuracy.default Accuracy measures for a forecast model arfima Fit a fractionally differenced ARFIMA model arima.errors Errors from a regression model with ARIMA errors arimaorder Return the order of an ARIMA or ARFIMA model auto.arima Fit best ARIMA model to univariate time series autolayer Create a ggplot layer appropriate to a particular data type autolayer.mts Automatically create a ggplot for time series objects autoplot.acf ggplot (Partial) Autocorrelation and Cross-Correlation Function Estimation and Plotting autoplot.decomposed.ts Plot time series decomposition components using ggplot autoplot.mforecast Multivariate forecast plot baggedModel Forecasting using a bagged model bats BATS model (Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components) bizdays Number of trading days in each season bld.mbb.bootstrap Box-Cox and Loess-based decomposition bootstrap. checkresiduals Check that residuals from a time series model look like white noise croston Forecasts for intermittent demand using Croston's method 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.ARFIMA h-step in-sample forecasts for time series models. forecast-package forecast: Forecasting Functions for Time Series and Linear Models forecast.HoltWinters Forecasting using Holt-Winters objects forecast.StructTS Forecasting using Structural Time Series models forecast.baggedModel Forecasting using a bagged model forecast.bats Forecasting using BATS and TBATS models forecast.ets Forecasting using ETS models forecast.fracdiff Forecasting using ARIMA or ARFIMA models forecast.lm Forecast a linear model with possible time series components forecast.mlm Forecast a multiple linear model with possible time series components forecast.modelAR Forecasting using user-defined model forecast.mts Forecasting time series forecast.nnetar Forecasting using neural network models forecast.stl Forecasting using stl objects forecast.ts Forecasting time series fourier Fourier terms for modelling seasonality gas Australian monthly gas production getResponse Get response variable from time series model. gghistogram Histogram with optional normal and kernel density functions gglagplot Time series lag ggplots ggmonthplot Create a seasonal subseries ggplot ggseasonplot Seasonal plot ggtsdisplay Time series display gold Daily morning gold prices is.acf Is an object a particular model type? is.constant Is an object constant? is.forecast Is an object a particular forecast type? ma Moving-average smoothing meanf Mean Forecast modelAR Time Series Forecasts with a user-defined model modeldf Compute model degrees of freedom monthdays Number of days in each season mstl Multiple seasonal decomposition msts Multi-Seasonal Time Series na.interp Interpolate missing values in a time series ndiffs Number of differences required for a stationary series nnetar Neural Network Time Series Forecasts nsdiffs Number of differences required for a seasonally stationary series ocsb.test Osborn, Chui, Smith, and Birchenhall Test for Seasonal Unit Roots plot.Arima Plot characteristic roots from ARIMA model plot.bats Plot components from BATS model plot.ets Plot components from ETS model plot.forecast Forecast plot residuals.forecast Residuals for various time series models rwf Naive and Random Walk Forecasts seasadj Seasonal adjustment seasonal Extract components from a time series decomposition seasonaldummy Seasonal dummy variables ses Exponential smoothing forecasts simulate.ets Simulation from a time series model sindexf Forecast seasonal index splinef Cubic Spline Forecast subset.ts Subsetting a 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 tsCV Time series cross-validation tsclean Identify and replace outliers and missing values in a time series 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