forecasteR

CRANforecasteRMaRDI QIDQ113821FDOQ113821

Time Series Forecast System

Diego Jiménez, Oldemar Rodriguez

Last update: 19 June 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.1.6, 2.0.2

Description

A web application for displaying, analysing and forecasting univariate time series. Includes basic methods such as mean, naïve, seasonal naïve and drift, as well as more complex methods such as Holt-Winters Box,G and Jenkins, G (1976) <doi:10.1111/jtsa.12194> and ARIMA Brockwell, P.J. and R.A.Davis (1991) <doi:10.1007/978-1-4419-0320-4>.

Cites work

• Time Series Analysis: Forecasting and Control, 5th Edition, by George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel and Greta M. Ljung, 2015. Published by John Wiley and Sons Inc., Hoboken, New Jersey, pp. 712. ISBN: 978-1-118-67502-1
• Time Series: Theory and Methods

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