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 8.21
R ≥ 3.5.0
Published 2023-02-27 97 days ago
Needs compilation? yes
License GPL-3
CRAN checks forecast results

Downloads

Last 24 hours 0 -100%
Last 7 days 51.772 -24%
Last 30 days 260.588 -9%
Last 90 days 815.784 +11%
Last 365 days 3.334.133 +1%

Maintainer

Maintainer

Rob Hyndman

Rob.Hyndman@monash.edu

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

r-oldrel

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

ARIMAANN
BayesARIMAX
demography
dhReg
DIMORA
Dowd
ECTTDNN
EMDANNhybrid
expsmooth
fma
forecastHybrid
forecTheta
fpp
ftsa
garma
hts
MAPA
Mcomp
Rlgt
Rssa
StMoMo
thief
TSSVM
ZRA

Reverse Imports

ACV
AEDForecasting
AFR
ATAforecasting
autostsm
autoTS
bayesforecast
BEKKs
BETS
beyondWhittle
bfast
bmgarch
caretForecast
CausalMBSTS
clmplus
composits
ConsReg
cricketr
decomposedPSF
dsa
eemdARIMA
EEMDelm
eemdTDNN
estadistica
EventDetectR
ForecastComb
forecasteR
ForecastTB
fpp2
GeomComb
globaltrends
gratis
grattan
hpiR
iClick
imputeTestbench
imputeTS
its.analysis
KarsTS
knnp
kssa
lfl
lineartestr
matman
memochange
midasr
mlmts
modeltime
MortalityGaps
mrf
Load all 111 items
(warning: might lead to performance issues and take some time)

Reverse Suggests

AER
caschrono
corset
dlookr
dplR
epimdr
epimdr2
equatiomatic
fable
fracdiff
gamclass
ggfortify
healthyR.ts
highcharter
iForecast
ivx
JFE
lazybar
lifecontingencies
MARSS
meteoland
mFilter
mlr
origami
pander
performance
pmml
PSF
rainbow
riem
sarima
setartree
tactile
trajectories
tsbox

Reverse Enhances

texreg