Forecasting Models for Tidy Time Series


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Documentation for package ‘fable’ version 0.3.4

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AR Estimate a AR model
ARIMA Estimate an ARIMA model
breusch_godfrey Breusch-Godfrey Test
breusch_godfrey.TSLM Breusch-Godfrey Test
components.ETS Extract estimated states from an ETS model.
CROSTON Croston's method
ETS Exponential smoothing state space model
fitted.AR Extract fitted values from a fable model
fitted.ARIMA Extract fitted values from a fable model
fitted.croston Extract fitted values from a fable model
fitted.ETS Extract fitted values from a fable model
fitted.fable_theta Extract fitted values from a fable model
fitted.model_mean Extract fitted values from a fable model
fitted.NNETAR Extract fitted values from a fable model
fitted.RW Extract fitted values from a fable model
fitted.TSLM Extract fitted values from a fable model
fitted.VAR Extract fitted values from a fable model
forecast.AR Forecast a model from the fable package
forecast.ARIMA Forecast a model from the fable package
forecast.croston Forecast a model from the fable package
forecast.ETS Forecast a model from the fable package
forecast.fable_theta Forecast a model from the fable package
forecast.model_mean Forecast a model from the fable package
forecast.NNETAR Forecast a model from the fable package
forecast.RW Forecast a model from the fable package
forecast.TSLM Forecast a model from the fable package
forecast.VAR Forecast a model from the fable package
generate.AR Generate new data from a fable model
generate.ARIMA Generate new data from a fable model
generate.ETS Generate new data from a fable model
generate.model_mean Generate new data from a fable model
generate.NNETAR Generate new data from a fable model
generate.RW Generate new data from a fable model
generate.TSLM Generate new data from a fable model
glance.AR Glance a AR
glance.ARIMA Glance an ARIMA model
glance.ETS Glance an ETS model
glance.fable_theta Glance a theta method
glance.model_mean Glance a average method model
glance.NNETAR Glance a NNETAR model
glance.RW Glance a lag walk model
glance.TSLM Glance a TSLM
glance.VAR Glance a VAR
interpolate.ARIMA Interpolate missing values from a fable model
interpolate.model_mean Interpolate missing values from a fable model
interpolate.TSLM Interpolate missing values from a fable model
MEAN Mean models
NAIVE Random walk models
NNETAR Neural Network Time Series Forecasts
refit.AR Refit an AR model
refit.ARIMA Refit an ARIMA model
refit.ETS Refit an ETS model
refit.model_mean Refit a MEAN model
refit.NNETAR Refit a NNETAR model
refit.RW Refit a lag walk model
refit.TSLM Refit a 'TSLM'
report.AR Estimate a AR model
report.ARIMA Estimate an ARIMA model
report.ETS Exponential smoothing state space model
report.model_mean Mean models
report.NNETAR Neural Network Time Series Forecasts
report.RW Random walk models
report.TSLM Fit a linear model with time series components
report.VAR Estimate a VAR model
residuals.AR Extract residuals from a fable model
residuals.ARIMA Extract residuals from a fable model
residuals.croston Extract residuals from a fable model
residuals.ETS Extract residuals from a fable model
residuals.fable_theta Extract residuals from a fable model
residuals.model_mean Extract residuals from a fable model
residuals.NNETAR Extract residuals from a fable model
residuals.RW Extract residuals from a fable model
residuals.TSLM Extract residuals from a fable model
residuals.VAR Extract residuals from a fable model
RW Random walk models
SNAIVE Random walk models
THETA Theta method
tidy.AR Tidy a fable model
tidy.ARIMA Tidy a fable model
tidy.croston Tidy a fable model
tidy.ETS Tidy a fable model
tidy.fable_theta Tidy a fable model
tidy.model_mean Tidy a fable model
tidy.NNETAR Tidy a fable model
tidy.RW Tidy a fable model
tidy.TSLM Tidy a fable model
tidy.VAR Tidy a fable model
TSLM Fit a linear model with time series components
unitroot_options Options for the unit root tests for order of integration
VAR Estimate a VAR model