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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:	8.24.0
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:	2025-04-08
DOI:	10.32614/CRAN.package.forecast
Author:	Rob 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]
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:

Reference manual:	forecast.html ,forecast.pdf
Vignettes:	Automatic Time Series Forecasting: the forecast Package for R (Hyndman & Khandakar, JSS 2008) (source,R code)

Downloads:

Package source:	forecast_8.24.0.tar.gz
Windows binaries:	r-devel:forecast_8.24.0.zip, r-release:forecast_8.24.0.zip, r-oldrel:forecast_8.24.0.zip
macOS binaries:	r-release (arm64):forecast_8.24.0.tgz, r-oldrel (arm64):forecast_8.24.0.tgz, r-release (x86_64):forecast_8.24.0.tgz, r-oldrel (x86_64):forecast_8.24.0.tgz
Old sources:	forecast archive

Reverse dependencies:

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

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=forecastto link to this page.