This page provides information about software I have written which may be useful to others. The R packages and code may be freely copied and used. No guarantee of their reliability is given. If any errors are found, please let me know.
- Data from the Australian Demographic Data Bank. To be used in conjunction with the demography package.
- Provides a large number of functions for handling demographic statistics, modelling and forecasting. In particular, it implements Lee-Carter forecasting and variations, and Hyndman-Ullah forecasting.
- Data sets from Hyndman, Koehler, Ord and Snyder (2008) Forecasting with exponential smoothing: the state space approach, Springer: Berlin.
- Functional data sets useful for testing new methods.
- Data sets from Makridakis, Wheelwright and Hyndman (1998) Forecasting: methods and applications, Wiley & Sons: New York.
- Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.
- Data sets from Hyndman & Athanasopoulos (2012) Forecasting: principles and practice, Otexts: Melbourne.
- Methods and tools for modelling and forecasting functional time series.
- Tools for the computation of highest density regions in one and two dimensions, kernel estimation of univariate density functions conditional on one covariate, and multimodal regression.
- Methods for visualizing, analysing and forecasting hierarchical time series.
- The 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 time series from the IJF-M3 competition (Makridakis and Hibon, 2000).
- Miscellaneous functions for the Monash University Statistics & Econometrics Consulting Service.
- Plots for functional data: rainbow plot, functional bagplot, functional HDR boxplot