forecast: Forecasting functions for time series

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

Version: 3.17
Depends: R (≥ 2.14.0), graphics, stats, parallel, tseries, fracdiff, zoo, Rcpp (≥ 0.9.7), RcppArmadillo (≥ 0.2.29)
LinkingTo: Rcpp, RcppArmadillo
Published: 2012-02-02
Author: Rob J Hyndman with contributions from Slava Razbash and Drew Schmidt
Maintainer: Rob J Hyndman <Rob.Hyndman at monash.edu>
License: GPL (≥ 2)
URL: http://robjhyndman.com/software/forecast/
In views: Econometrics, Environmetrics, Finance, TimeSeries
CRAN checks: forecast results

Downloads:

Package source: forecast_3.17.tar.gz
MacOS X binary: forecast_3.17.tgz
Windows binary: forecast_3.17.zip
Reference manual: forecast.pdf
News/ChangeLog:ChangeLog
Old sources: forecast archive

Reverse dependencies:

Reverse depends: bfast, caschrono, demography, expsmooth, flubase, fma, fpp, ftsa, hts, Mcomp, RcmdrPlugin.epack
Reverse suggests: mFilter, portes