Forecasting Using State Space Models

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Documentation for package ‘smooth’ version 4.3.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

smooth-package	Smooth package
accuracy.smooth	Error measures for an estimated model
accuracy.smooth.forecast	Error measures for an estimated model
adam	ADAM is Augmented Dynamic Adaptive Model
auto.adam	ADAM is Augmented Dynamic Adaptive Model
auto.ces	Complex Exponential Smoothing
auto.gum	Generalised Univariate Model
auto.msarima	Multiple Seasonal ARIMA
auto.ssarima	State Space ARIMA
ces	Complex Exponential Smoothing
ces_old	Complex Exponential Smoothing
cma	Centered Moving Average
es	Exponential Smoothing in SSOE state space model
es_old	Exponential Smoothing in SSOE state space model
forecast	Forecasting time series using smooth functions
forecast.adam	Forecasting time series using smooth functions
forecast.msdecompose	Forecasting time series using smooth functions
forecast.oes	Forecasting time series using smooth functions
forecast.smooth	Forecasting time series using smooth functions
ges	Generalised Univariate Model
gum	Generalised Univariate Model
gum_old	Generalised Univariate Model
is.adam	Smooth classes checkers
is.adam.sim	Smooth classes checkers
is.msarima	Smooth classes checkers
is.msdecompose	Smooth classes checkers
is.msdecompose.forecast	Smooth classes checkers
is.oes	Smooth classes checkers
is.oesg	Smooth classes checkers
is.smooth	Smooth classes checkers
is.smooth.forecast	Smooth classes checkers
is.smooth.sim	Smooth classes checkers
is.smoothC	Smooth classes checkers
lags	Functions that extract values from the fitted model
modelName	Functions that extract values from the fitted model
modelType	Functions that extract values from the fitted model
msarima	Multiple Seasonal ARIMA
msarima_old	Multiple Seasonal ARIMA
msdecompose	Multiple seasonal classical decomposition
multicov	Function returns the multiple steps ahead covariance matrix of forecast errors
multicov.smooth	Function returns the multiple steps ahead covariance matrix of forecast errors
oes	Occurrence ETS model
oesg	Occurrence ETS, general model
orders	Functions that extract values from the fitted model
plot.adam	Plots for the fit and states
plot.msdecompose	Plots for the fit and states
plot.smooth	Plots for the fit and states
pls	Prediction Likelihood Score
pls.smooth	Prediction Likelihood Score
reapply	Reapply the model with randomly generated initial parameters and produce forecasts
reforecast	Reapply the model with randomly generated initial parameters and produce forecasts
rmultistep	Multiple steps ahead forecast errors
sim.ces	Simulate Complex Exponential Smoothing
sim.es	Simulate Exponential Smoothing
sim.gum	Simulate Generalised Exponential Smoothing
sim.oes	Simulate Occurrence Part of ETS model
sim.sma	Simulate Simple Moving Average
sim.ssarima	Simulate SSARIMA
simulate.adam	ADAM is Augmented Dynamic Adaptive Model
sm.adam	ADAM is Augmented Dynamic Adaptive Model
sma	Simple Moving Average
sma_old	Simple Moving Average
smooth	Smooth package
smoothCombine	Combination of forecasts of state space models
sowhat	Function returns the ultimate answer to any question
ssarima	State Space ARIMA
ssarima_old	State Space ARIMA