Reference

ARIMA The ARIMA model and its supported methods.
ARIMA()	Estimate an ARIMA model
forecast(<ARIMA>)	Forecast a model from the fable package
refit(<ARIMA>)	Refit an ARIMA model
interpolate(<ARIMA>)	Interpolate missing values from a fable model
fitted(<ARIMA>)	Extract fitted values from a fable model
residuals(<ARIMA>)	Extract residuals from a fable model
ETS Exponential smoothing state space models.
ETS()	Exponential smoothing state space model
forecast(<ETS>)	Forecast a model from the fable package
refit(<ETS>)	Refit an ETS model
generate(<ETS>)	Generate new data from a fable model
fitted(<ETS>)	Extract fitted values from a fable model
residuals(<ETS>)	Extract residuals from a fable model
components(<ETS>)	Extract estimated states from an ETS model.
TSLM Time series linear models.
TSLM()	Fit a linear model with time series components
forecast(<TSLM>)	Forecast a model from the fable package
refit(<TSLM>)	Refit a TSLM
generate(<TSLM>)	Generate new data from a fable model
interpolate(<TSLM>)	Interpolate missing values from a fable model
fitted(<TSLM>)	Extract fitted values from a fable model
residuals(<TSLM>)	Extract residuals from a fable model
Simple forecasting methods A collection of simple forecasting methods that are commonly used as benchmarks.
MEAN()	Mean models
RW() NAIVE() SNAIVE()	Random walk models
forecast(<model_mean>)	Forecast a model from the fable package
forecast(<RW>)	Forecast a model from the fable package
refit(<model_mean>)	Refit a MEAN model
generate(<model_mean>)	Generate new data from a fable model
generate(<RW>)	Generate new data from a fable model
fitted(<model_mean>)	Extract fitted values from a fable model
fitted(<RW>)	Extract fitted values from a fable model
residuals(<model_mean>)	Extract residuals from a fable model
residuals(<RW>)	Extract residuals from a fable model
Neural network autoregression Feed-forward neural networks with a single hidden layer and lagged inputs for forecasting univariate time series.
NNETAR()	Neural Network Time Series Forecasts
forecast(<NNETAR>)	Forecast a model from the fable package
refit(<NNETAR>)	Refit a NNETAR model
generate(<NNETAR>)	Generate new data from a fable model
fitted(<NNETAR>)	Extract fitted values from a fable model
residuals(<NNETAR>)	Extract residuals from a fable model
Croston's method Croston’s (1972) method for intermittent demand forecasting
CROSTON()	Croston's method
forecast(<croston>)	Forecast a model from the fable package
fitted(<croston>)	Extract fitted values from a fable model
residuals(<croston>)	Extract residuals from a fable model
Theta method The Theta method of Assimakopoulos and Nikolopoulos (2000)
THETA()	Theta method
Autoregression Autoregressive time series models
AR()	Estimate a AR model
forecast(<AR>)	Forecast a model from the fable package
refit(<AR>)	Refit an AR model
generate(<AR>)	Generate new data from a fable model
fitted(<AR>)	Extract fitted values from a fable model
residuals(<AR>)	Extract residuals from a fable model
Vector autoregression Estimates a VAR(p) model with support for exogenous regressors.
VAR()	Estimate a VAR model
forecast(<VAR>)	Forecast a model from the fable package
fitted(<VAR>)	Extract fitted values from a fable model
residuals(<VAR>)	Extract residuals from a fable model