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.

Package details

AuthorRob Hyndman [aut, cre, cph] (<>), George Athanasopoulos [aut] (<>), Christoph Bergmeir [aut] (<>), Gabriel Caceres [aut] (<>), Leanne Chhay [aut], Kirill Kuroptev [aut], Mitchell O'Hara-Wild [aut] (<>), Fotios Petropoulos [aut] (<>), Slava Razbash [aut], Earo Wang [aut] (<>), Farah Yasmeen [aut] (<>), Federico Garza [ctb], Daniele Girolimetto [ctb], Ross Ihaka [ctb, cph], R Core Team [ctb, cph], Daniel Reid [ctb], David Shaub [ctb], Yuan Tang [ctb] (<>), Xiaoqian Wang [ctb], Zhenyu Zhou [ctb]
MaintainerRob Hyndman <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the forecast package in your browser

Any scripts or data that you put into this service are public.

forecast documentation built on Aug. 31, 2023, 5:13 p.m.