Business and Economic Forecasting Unit - Software - R Packages

Forecasting Packages for R

The Forecasting Package is a collection of functions written by Rob Hyndman for the open-source statistical computing application R. The forecasting package supplements the tools available in the ts (time-series) package by providing additional forecast methods, plus graphical tools for displaying and analysing forecasts.

Source code is also supplied for various other functions, including conditional density estimation, kernel estimation and bandwidth selection, and sample quartiles.

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