Reference

ARIMA The ARIMA model and its supported methods.
ARIMA()	Estimate an ARIMA model
IRF(<ARIMA>)	Calculate impulse responses from a fable model
VARIMA() forecast(<VARIMA>) fitted(<VARIMA>) residuals(<VARIMA>) tidy(<VARIMA>) glance(<VARIMA>) report(<VARIMA>) generate(<VARIMA>) IRF(<VARIMA>)	Estimate a VARIMA model
fitted(<ARIMA>)	Extract fitted values from a fable model
forecast(<ARIMA>)	Forecast a model from the fable package
generate(<ARIMA>)	Generate new data from a fable model
glance(<ARIMA>)	Glance an ARIMA model
interpolate(<ARIMA>)	Interpolate missing values from a fable model
refit(<ARIMA>)	Refit an ARIMA model
residuals(<ARIMA>)	Extract residuals from a fable model
tidy(<ARIMA>)	Tidy a fable model
unitroot_options()	Options for the unit root tests for order of integration
ETS Exponential smoothing state space models.
ETS()	Exponential smoothing state space model
components(<ETS>)	Extract estimated states from an ETS model.
fitted(<ETS>)	Extract fitted values from a fable model
forecast(<ETS>)	Forecast a model from the fable package
generate(<ETS>)	Generate new data from a fable model
glance(<ETS>)	Glance an ETS model
refit(<ETS>)	Refit an ETS model
residuals(<ETS>)	Extract residuals from a fable model
tidy(<ETS>)	Tidy a fable model
TSLM Time series linear models.
TSLM()	Fit a linear model with time series components
breusch_godfrey()	Breusch-Godfrey Test
fitted(<TSLM>)	Extract fitted values from a fable model
forecast(<TSLM>)	Forecast a model from the fable package
generate(<TSLM>)	Generate new data from a fable model
glance(<TSLM>)	Glance a TSLM
interpolate(<TSLM>)	Interpolate missing values from a fable model
refit(<TSLM>)	Refit a TSLM
residuals(<TSLM>)	Extract residuals from a fable model
tidy(<TSLM>)	Tidy a fable model
Simple forecasting methods A collection of simple forecasting methods that are commonly used as benchmarks.
MEAN()	Mean models
fitted(<model_mean>)	Extract fitted values from a fable model
forecast(<model_mean>)	Forecast a model from the fable package
generate(<model_mean>)	Generate new data from a fable model
glance(<model_mean>)	Glance a average method model
interpolate(<model_mean>)	Interpolate missing values from a fable model
refit(<model_mean>)	Refit a MEAN model
residuals(<model_mean>)	Extract residuals from a fable model
tidy(<model_mean>)	Tidy a fable model
RW() NAIVE() SNAIVE()	Random walk models
fitted(<RW>)	Extract fitted values from a fable model
forecast(<RW>)	Forecast a model from the fable package
generate(<RW>)	Generate new data from a fable model
glance(<RW>)	Glance a lag walk model
refit(<RW>)	Refit a lag walk model
residuals(<RW>)	Extract residuals from a fable model
tidy(<RW>)	Tidy 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
fitted(<NNETAR>)	Extract fitted values from a fable model
forecast(<NNETAR>)	Forecast a model from the fable package
generate(<NNETAR>)	Generate new data from a fable model
glance(<NNETAR>)	Glance a NNETAR model
refit(<NNETAR>)	Refit a NNETAR model
residuals(<NNETAR>)	Extract residuals from a fable model
tidy(<NNETAR>)	Tidy a fable model
Croston’s method Croston’s (1972) method for intermittent demand forecasting
CROSTON()	Croston's method
fitted(<croston>)	Extract fitted values from a fable model
forecast(<croston>)	Forecast a model from the fable package
residuals(<croston>)	Extract residuals from a fable model
tidy(<croston>)	Tidy a fable model
Theta method The Theta method of Assimakopoulos and Nikolopoulos (2000)
THETA()	Theta method
fitted(<fable_theta>)	Extract fitted values from a fable model
forecast(<fable_theta>)	Forecast a model from the fable package
glance(<fable_theta>)	Glance a theta method
residuals(<fable_theta>)	Extract residuals from a fable model
tidy(<fable_theta>)	Tidy a fable model
Autoregression Autoregressive time series models
AR()	Estimate a AR model
IRF(<VAR>)	Calculate impulse responses from a fable model
NNETAR()	Neural Network Time Series Forecasts
VAR()	Estimate a VAR model
fitted(<AR>)	Extract fitted values from a fable model
fitted(<NNETAR>)	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(<NNETAR>)	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(<NNETAR>)	Generate new data from a fable model
generate(<VAR>)	Generate new data from a fable model
glance(<AR>)	Glance a AR
glance(<NNETAR>)	Glance a NNETAR model
glance(<VAR>)	Glance a VAR
refit(<AR>)	Refit an AR model
refit(<NNETAR>)	Refit a NNETAR model
residuals(<AR>)	Extract residuals from a fable model
residuals(<NNETAR>)	Extract residuals from a fable model
residuals(<VAR>)	Extract residuals from a fable model
tidy(<AR>)	Tidy a fable model
tidy(<NNETAR>)	Tidy a fable model
tidy(<VAR>)	Tidy a fable model
Vector autoregression Estimates a VAR(p) model with support for exogenous regressors.
IRF(<VAR>)	Calculate impulse responses from a fable model
VAR()	Estimate a VAR model
fitted(<VAR>)	Extract fitted values from a fable model
forecast(<VAR>)	Forecast a model from the fable package
generate(<VAR>)	Generate new data from a fable model
glance(<VAR>)	Glance a VAR
residuals(<VAR>)	Extract residuals from a fable model
tidy(<VAR>)	Tidy a fable model
Vector autoregression integrated moving average Estimates a VARIMA(p,d,q) model
VARIMA() forecast(<VARIMA>) fitted(<VARIMA>) residuals(<VARIMA>) tidy(<VARIMA>) glance(<VARIMA>) report(<VARIMA>) generate(<VARIMA>) IRF(<VARIMA>)	Estimate a VARIMA model
Vector error correction models Estimates a VECM(p, r) model with support for exogenous regressors.
IRF(<VECM>)	Calculate impulse responses from a fable model
VECM()	Estimate a VECM model
generate(<VECM>)	Generate new data from a fable model
glance(<VECM>)	Glance a VECM