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: 2.03
Depends: R (≥ 2.0.0), graphics, stats, tseries
Published: 2009-12-24
Author: Rob J Hyndman
Maintainer: Rob J Hyndman <Rob.Hyndman at buseco.monash.edu.au>
License: GPL (≥ 2)
URL: http://www.robjhyndman.com/software/forecast/
In views: Econometrics, Finance, TimeSeries
CRAN checks: forecast results

Downloads:

Package source: forecast_2.03.tar.gz
MacOS X binary: forecast_2.03.tgz
Windows binary: forecast_2.03.zip
Reference manual: forecast.pdf
News/ChangeLog:ChangeLog
Old sources: forecast archive

Reverse dependencies:

Reverse depends: Mcomp, bfast, expsmooth, flubase, fma, ftsa
Reverse suggests: mFilter