I’ve pushed a minor update to the forecast package to CRAN. Some highlights are listed here.
Plotting time series with ggplot2 You can now facet a time series plot like this:
library(forecast) library(ggplot2) lungDeaths <- cbind(mdeaths, fdeaths) autoplot(lungDeaths, facets=TRUE) So autoplot.mts now behaves similarly to plot.mts
Multi-step fitted values The fitted function has a new argument h to allow computation of in-sample fitted values of more than one-step-ahead. In time series, fitted values are defined as the one-step-forecasts of the data used in training a model.