This is the Linux app named forecast whose latest release can be downloaded as forecast8.24.0sourcecode.tar.gz. It can be run online in the free hosting provider OnWorks for workstations.
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forecast
DESCRIPTION
The forecast package is a comprehensive R package for time series analysis and forecasting. It provides functions for building, assessing, and using univariate forecasting models (e.g. ARIMA, exponential smoothing, etc.), tools for automatic model selection, diagnostics, plotting, forecasting future values, etc. It's widely used in statistics, economics, business forecasting, environmental science, etc.
Features
- Automatic ARIMA model fitting with functions like auto.arima() to choose orders etc.
- Exponential smoothing state space models (ETS) including seasonal components etc.
- Forecasting functions to produce forecasts for future horizons, with prediction intervals etc.
- Diagnostic tools: residual checks, model accuracy, plots, forecast error measures etc.
- Support for other models/methods: neural network forecast, structural time series models, ARFIMA etc.
- Graphical plotting: autoplot(), ggplot2 integration, seasonal decomposition, etc.
Programming Language
R
Categories
This is an application that can also be fetched from https://sourceforge.net/projects/forecast.mirror/. It has been hosted in OnWorks in order to be run online in an easiest way from one of our free Operative Systems.
