Sometimes it is useful to “backcast” a time series — that is, forecast in reverse time. Although there are no in-built R functions to do this, it is very easy to implement. Suppose x is our time series and we want to backcast for h periods. Here is some code that should work for most univariate time series. The example is non-seasonal, but the code will also work with seasonal data.

library(forecast) x <- WWWusage h <-20 f <-frequency(x)# Reverse time revx <-ts(rev(x), frequency=f)# Forecast fc <-forecast(auto.arima(revx), h)plot(fc)