Methods and tools for displaying and analysing
univariate time series forecasts including exponential smoothing
via state space models and automatic ARIMA modelling.
| Version: |
6.2 |
| Depends: |
R (≥ 3.0.2), stats, graphics, zoo, timeDate |
| Imports: |
tseries, fracdiff, Rcpp (≥ 0.11.0), nnet, colorspace, parallel |
| LinkingTo: |
Rcpp (≥ 0.11.0), RcppArmadillo (≥ 0.2.35) |
| Suggests: |
testthat, fpp |
| Published: |
2015-10-20 |
| Author: |
Rob J Hyndman.
Contributors include George Athanasopoulos, Christoph Bergmeir,
Carlos Cinelli, Yousaf Khan, Zach Mayer, Slava Razbash,
Drew Schmidt, David Shaub, Yuan Tang, Earo Wang, Zhenyu Zhou. |
| Maintainer: |
Rob J Hyndman <Rob.Hyndman at monash.edu> |
| BugReports: |
https://github.com/robjhyndman/forecast/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
http://github.com/robjhyndman/forecast |
| NeedsCompilation: |
yes |
| Citation: |
forecast citation info |
| Materials: |
README ChangeLog |
| In views: |
Econometrics, Environmetrics, Finance, TimeSeries |
| CRAN checks: |
forecast results |