CRAN/E | forecast

forecast

Forecasting Functions for Time Series and Linear Models

Installation

About

Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.

Citation forecast citation info
pkg.robjhyndman.com/forecast/
github.com/robjhyndman/forecast
Bug report File report

Key Metrics

Version 8.22.0
R ≥ 3.5.0
Published 2024-03-04 139 days ago
Needs compilation? yes
License GPL-3
CRAN checks forecast results

Downloads

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Maintainer

Maintainer

Rob Hyndman

Authors

Rob Hyndman

aut / cre / cph

George Athanasopoulos

aut

Christoph Bergmeir

aut

Gabriel Caceres

aut

Leanne Chhay

aut

Kirill Kuroptev

aut

Mitchell O'Hara-Wild

aut

Fotios Petropoulos

aut

Slava Razbash

aut

Earo Wang

aut

Farah Yasmeen

aut

Federico Garza

ctb

Daniele Girolimetto

ctb

Ross Ihaka

ctb / cph

R Core Team

ctb / cph

Daniel Reid

ctb

David Shaub

ctb

Yuan Tang

ctb

Xiaoqian Wang

ctb

Zhenyu Zhou

ctb

Material

README
NEWS
Reference manual
Package source

In Views

Econometrics
Environmetrics
Finance
MissingData
TimeSeries

Vignettes

Automatic Time Series Forecasting: the forecast Package for R (Hyndman & Khandakar, JSS 2008)

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

forecast archive

Depends

R ≥ 3.5.0

Imports

colorspace
fracdiff
generics ≥ 0.1.2
ggplot2 ≥ 2.2.1
graphics
lmtest
magrittr
nnet
parallel
Rcpp ≥ 0.11.0
stats
timeDate
tseries
urca
zoo

Suggests

forecTheta
knitr
methods
rmarkdown
rticles
seasonal
testthat ≥ 3.0.0
uroot

LinkingTo

Rcpp ≥ 0.11.0
RcppArmadillo ≥ 0.2.35

Reverse Depends

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fpp
ftsa
garma
hts
MAPA
Mcomp
Rlgt
Rssa
StMoMo
thief
TSSVM
ZRA

Reverse Imports

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AEDForecasting
AFR
AriGaMyANNSVR
ATAforecasting
AutoAds
autostsm
autoTS
bayesforecast
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bmgarch
caretForecast
CausalMBSTS
CEEMDANML
clmplus
coconots
ConsReg
cricketr
daltoolbox
decomposedPSF
dsa
eemdARIMA
EEMDelm
eemdTDNN
epicasting
estadistica
EventDetectR
EWSmethods
EXPARMA
fastcpd
fDMA
ForecastComb
forecasteR
forecastLSW
ForecastTB
fpp2
GeomComb
globaltrends
grattan
harbinger
hpiR
hybridts
iClick
imputeTestbench
imputeTS
its.analysis
KarsTS
knnp
Load all 124 items
(warning: might lead to performance issues and take some time)

Reverse Suggests

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Reverse Enhances

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