forecast: Forecasting Functions for Time Series and Linear Models (original) (raw)

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

Version: 8.23.0
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, withr, zoo
LinkingTo: Rcpp (≥ 0.11.0), RcppArmadillo (≥ 0.2.35)
Suggests: forecTheta, knitr, methods, rmarkdown, rticles, scales, seasonal, testthat (≥ 3.0.0), uroot
Published: 2024-06-20
DOI: 10.32614/CRAN.package.forecast
Author: Rob Hyndman ORCID iD [aut, cre, cph], George AthanasopoulosORCID iD [aut], Christoph BergmeirORCID iD [aut], Gabriel Caceres ORCID iD [aut], Leanne Chhay [aut], Kirill Kuroptev [aut], Mitchell O'Hara-WildORCID iD [aut], Fotios PetropoulosORCID iD [aut], Slava Razbash [aut], Earo Wang ORCID iD [aut], Farah Yasmeen ORCID iD [aut], Federico Garza [ctb], Daniele Girolimetto [ctb], Ross Ihaka [ctb, cph], R Core Team [ctb, cph], Daniel Reid [ctb], David Shaub [ctb], Yuan Tang ORCID iD [ctb], Xiaoqian Wang [ctb], Zhenyu Zhou [ctb]
Maintainer: Rob Hyndman <Rob.Hyndman at monash.edu>
BugReports: https://github.com/robjhyndman/forecast/issues
License: GPL-3
URL: https://pkg.robjhyndman.com/forecast/,https://github.com/robjhyndman/forecast
NeedsCompilation: yes
Citation: forecast citation info
Materials: README NEWS
In views: Econometrics, Environmetrics, Finance, MissingData, TimeSeries
CRAN checks: forecast results

Documentation:

Downloads:

Reverse dependencies:

Reverse depends: ARIMAANN, BayesARIMAX, demography, dendrometeR, DIMORA, Dowd, ECTTDNN, EMDANNhybrid, expsmooth, fma, forecastHybrid, ForeComp, forecTheta, fpp, ftsa, garma, hts, MAPA, Mcomp, Rlgt, Rssa, StMoMo, thief, TSSVM, ZRA
Reverse imports: ACV, AEDForecasting, AFR, AriGaMyANNSVR, ATAforecasting, AutoAds, autostsm, autoTS, bayesforecast, BETS, beyondWhittle, bfast, bmgarch, caretForecast, CausalMBSTS, CEEMDANML, clmplus, coconots, ConsReg, cricketr, CvmortalityMult, daltoolbox, decomposedPSF, dendRoAnalyst, dsa, eemdARIMA, EEMDelm, eemdTDNN, epicasting, EQUALrepeat, estadistica, EventDetectR, EWSmethods, EXPAR, EXPARMA, fastcpd, fDMA, ForecastComb, forecasteR, forecastLSW, ForecastTB, fpp2, GeomComb, globaltrends, gratis, grattan, harbinger, hpiR, hybridts, iClick, imputeTestbench, imputeTS, InterNL, its.analysis, KarsTS, knnp, kssa, lfl, lineartestr, matman, memochange, midasr, mlmts, modeltime, MortalityGaps, mrf, MSGARCHelm, msltrend, ngboostForecast, nnfor, nortsTest, OBL, OOS, outliers.ts.oga, paramsim, PH1XBAR, popstudy, PortalHacienda, portalr, portes, predtoolsTS, PrInCE, PVplr, RcmdrPlugin.RiskDemo, rcrimeanalysis, SBAGM, ScottKnottESD, seastests, seer, shinyTempSignal, SLBDD, spduration, stlARIMA, stlELM, stlTDNN, stR, sweep, TCIU, Tcomp, TextForecast, timetk, TrendSLR, TSANN, tsBSS, TSclust, tsDyn, TSF, tsfeatures, tsoutliers, TSPred, tspredit, tsSelect, TSstudio, tsutils, tsviz, tswge, Tushare, uotm, utsf, VMDML, vmdTDNN, WaveletANN, WaveletArima, WaveletETS, WaveletGARCH, WaveletML, WaveletRF, WaveletSVR, WRTDStidal
Reverse suggests: AER, bayesRecon, corset, dlookr, dplR, epimdr, epimdr2, equatiomatic, fable, fableCount, flap, fracdiff, ggfortify, healthyR.ts, highcharter, ICompELM, iForecast, ivx, lazybar, lifecontingencies, MARSS, mFilter, mlr, nullabor, origami, pander, performance, pmml, PSF, rainbow, riem, sarima, setartree, tactile, trajectories, tsbox, vctsfr
Reverse enhances: texreg

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