forecast: Forecasting functions for time series and linear models

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

Version: 3.21
Depends: R (≥ 2.14.0), graphics, stats, parallel, tseries, fracdiff, zoo, Rcpp (≥ 0.9.10), RcppArmadillo (≥ 0.2.35)
LinkingTo: Rcpp, RcppArmadillo
Published: 2012-04-30
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_3.21.tar.gz
MacOS X binary: forecast_3.21.tgz
Windows binary: forecast_3.21.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, XLConnect