ARIMA

The ARIMA model and its supported methods.

ARIMA()

Estimate an ARIMA 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

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

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.

VAR()

Estimate a VAR model

fitted(<VAR>)

Extract fitted values from a fable model

forecast(<VAR>)

Forecast a model from the fable package

glance(<VAR>)

Glance a VAR

residuals(<VAR>)

Extract residuals from a fable model

tidy(<VAR>)

Tidy a fable model