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: 4.05
Depends: R (≥ 2.14.0), stats, graphics
Imports: tseries, fracdiff, zoo, Rcpp (≥ 0.9.10), RcppArmadillo (≥ 0.2.35), nnet, colorspace, parallel
LinkingTo: Rcpp, RcppArmadillo
Suggests: fracdiff, Rmalschains
Published: 2013-06-19
Author: Rob J Hyndman with contributions from George Athanasopoulos, Slava Razbash, Drew Schmidt, Zhenyu Zhou, Yousaf Khan, Christoph Bergmeir
Maintainer: Rob J Hyndman <Rob.Hyndman at monash.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://robjhyndman.com/software/forecast/
NeedsCompilation: yes
In views: Econometrics, Environmetrics, Finance, TimeSeries
CRAN checks: forecast results

Downloads:

Package source: forecast_4.05.tar.gz
MacOS X binary: forecast_4.04.tgz
Windows binary: forecast_4.05.zip
Reference manual: forecast.pdf
News/ChangeLog:ChangeLog
Old sources: forecast archive

Reverse dependencies:

Reverse depends: bfast, caschrono, ChangeAnomalyDetection, demography, expsmooth, flubase, fma, fpp, ftsa, hts, Mcomp, RcmdrPlugin.epack, Rssa, spTimer
Reverse imports: tsDyn
Reverse suggests: gamclass, lifecontingencies, mFilter, portes, XLConnect
Reverse enhances: tsDyn