Forecast Versions Save

Forecasting Functions for Time Series and Linear Models

v8.22.0

2 months ago
  • hfitted now much faster for ARIMA models (danigiro, #949)
  • hfitted now much faster for ETS models, and produces fitted values from initial states (#950)

v8.21.1

8 months ago
  • nnetar now allows p or P to be 0
  • Bug fixes and improved docs

v8.21

1 year ago

v8.19

1 year ago
  • Bug fixes

v8.18

1 year ago
  • Updated RW forecasts to use an unbiased estimate of sigma2
  • Bug fixes

v8.17

1 year ago

v8.16

2 years ago
  • Fixed tslm() incorrectly applying Box-Cox transformations when an mts is provided to the data argument (#886).
  • Set D=0 when auto.arima applied to series with 2m observations or fewer.
  • Improved performance of parallel search of ARIMA models (jonlachmann, #891).
  • Fixed scoping of functions used in ggAcf() (#896).
  • Fixed checks on xreg in simulate.Arima() (#818)
  • Improved docs and bug fixes.

v8.15

2 years ago

v8.14

2 years ago

v8.13

3 years ago