Making forecasting easier

Rob J Hyndman, EBS, Monash University

The forecast package for R has been helping forecasters for about 13 years. In the latest version 7, many new facilities have been added including ggplot2 graphics, better automated forecasting, bias correction after Box-Cox transformations, advanced time series subsetting, support for multivariate linear models, simpler and more robust ways of using Fourier series, and refitting with more model types. I will describe and demonstrate some of these new features.