Time Series Analysis - CRAN Task View

acp

Autoregressive Conditional Poisson

Version 2.1

AER

Applied Econometrics with R

Version 1.2-12

africamonitor

Africa Macroeconomic Monitor Database API

Version 0.2.4

BayesARIMAX

Bayesian Estimation of ARIMAX Model

Version 0.1.1

anytime

Anything to 'POSIXct' or 'Date' Converter

Version 0.3.9

ArDec

Time Series Autoregressive-Based Decomposition

Version 2.1-1

ardl.nardl

Linear and Nonlinear Autoregressive Distributed Lag Models: General-to...

Version 1.3.0

arfima

Fractional ARIMA (and Other Long Memory) Time Series Modeling

Version 1.8-1

arima2

Likelihood Based Inference for ARIMA Modeling

Version 3.1.0

ASSA

Applied Singular Spectrum Analysis (ASSA)

Version 2.0

astsa

Applied Statistical Time Series Analysis

Version 2.1

nsarfima

Methods for Fitting and Simulating Non-Stationary ARFIMA Models

Version 0.2.0.0

bayesdfa

Bayesian Dynamic Factor Analysis (DFA) with 'Stan'

Version 1.3.3

BAYSTAR

On Bayesian Analysis of Threshold Autoregressive Models

Version 0.2-10

bentcableAR

Bent-Cable Regression for Independent Data or Autoregressive Time Seri...

Version 0.3.1

BETS

Brazilian Economic Time Series

Version 0.4.9

beyondWhittle

Bayesian Spectral Inference for Time Series

Version 1.2.1

bfast

Breaks for Additive Season and Trend

Version 1.6.1

BigVAR

Dimension Reduction Methods for Multivariate Time Series

Version 1.1.2

boot

Bootstrap Functions (Originally by Angelo Canty for S)

Version 1.3-30

biwavelet

Conduct Univariate and Bivariate Wavelet Analyses

Version 0.20.21

BNPTSclust

A Bayesian Nonparametric Algorithm for Time Series Clustering

Version 2.0

BootPR

Bootstrap Prediction Intervals and Bias-Corrected Forecasting

Version 1.0

breakfast

Methods for Fast Multiple Change-Point/Break-Point Detection and Estim...

Version 2.4

carfima

Continuous-Time Fractionally Integrated ARMA Process for Irregularly S...

Version 2.0.2

bspec

Bayesian Spectral Inference

Version 1.6

bsts

Bayesian Structural Time Series

Version 0.9.10

bundesbank

Download Data from Bundesbank

Version 0.1-12

BVAR

Hierarchical Bayesian Vector Autoregression

Version 1.0.5

bvartools

Bayesian Inference of Vector Autoregressive and Error Correction Model...

Version 0.2.4

CADFtest

A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests

Version 0.3-3

changepoint

Methods for Changepoint Detection

Version 2.2.4

changepoint.geo

Geometrically Inspired Multivariate Changepoint Detection

Version 1.0.2

changepoint.np

Methods for Nonparametric Changepoint Detection

Version 1.0.5

chron

Chronological Objects which Can Handle Dates and Times

Version 2.3-61

CNLTtsa

Complex-Valued Wavelet Lifting for Univariate and Bivariate Time Serie...

Version 0.1-2

dtw

Dynamic Time Warping Algorithms

Version 1.23-1

cointReg

Parameter Estimation and Inference in a Cointegrating Regression

Version 0.2.0

complex

Time Series Analysis and Forecasting Using Complex Variables

Version 1.0.0

DTSg

A Class for Working with Time Series Data Based on 'data.table' and 'R...

Version 1.1.3

gdpc

Generalized Dynamic Principal Components

Version 1.1.4

costat

Time Series Costationarity Determination

Version 2.4.1

CptNonPar

Nonparametric Change Point Detection for Multivariate Time Series

Version 0.2.1

dtts

'data.table' Time-Series

Version 0.1.2

crosslag

Perform Linear or Nonlinear Cross Lag Analysis

Version 0.1.0

FCVAR

Estimation and Inference for the Fractionally Cointegrated VAR

Version 0.1.4

dtwclust

Time Series Clustering Along with Optimizations for the Dynamic Time W...

Version 5.5.12

fdaACF

Autocorrelation Function for Functional Time Series

Version 1.0.0

data.table

Extension of data.frame

Version 1.15.4

dataseries

Switzerland's Data Series in One Place

Version 0.2.0

datetimeoffset

Datetimes with Optional UTC Offsets and/or Heterogeneous Time Zones

Version 0.3.1

DChaos

Chaotic Time Series Analysis

Version 0.1-7

dCovTS

Distance Covariance and Correlation for Time Series Analysis

Version 1.4

depmix

Dependent Mixture Models

Version 0.9.16

depmixS4

Dependent Mixture Models - Hidden Markov Models of GLMs and Other Dist...

Version 1.5-0

diffusion

Forecast the Diffusion of New Products

Version 0.4.0

DIMORA

Diffusion Models R Analysis

Version 0.3.6

dLagM

Time Series Regression Models with Distributed Lag Models

Version 1.1.13

dlm

Bayesian and Likelihood Analysis of Dynamic Linear Models

Version 1.1-6

dlnm

Distributed Lag Non-Linear Models

Version 2.4.7

dsa

Seasonal Adjustment of Daily Time Series

Version 1.0.12

dygraphs

Interface to 'Dygraphs' Interactive Time Series Charting Library

Version 1.1.1.6

dyn

Time Series Regression

Version 0.2-9.6

dynlm

Dynamic Linear Regression

Version 0.3-6

multDM

Multivariate Version of the Diebold-Mariano Test

Version 1.1.4

EBMAforecast

Estimate Ensemble Bayesian Model Averaging Forecasts using Gibbs Sampl...

Version 1.0.32

ecb

Programmatic Access to the European Central Bank's Statistical Data Wa...

Version 0.4.2

ecm

Build Error Correction Models

Version 7.2.0

ecp

Non-Parametric Multiple Change-Point Analysis of Multivariate Data

Version 3.1.5

EMD

Empirical Mode Decomposition and Hilbert Spectral Analysis

Version 1.5.9

ensembleBMA

Probabilistic Forecasting using Ensembles and Bayesian Model Averaging

Version 5.1.8

EXPARMA

Fitting of Exponential Autoregressive Moving Average (EXPARMA) Model

Version 0.1.0

expsmooth

Data Sets from "Forecasting with Exponential Smoothing"

Version 2.3

fableCount

INGARCH and GLARMA Models for Count Time Series in Fable Framework

Version 0.1.0

fabletools

Core Tools for Packages in the 'fable' Framework

Version 0.4.2

RMAWGEN

Multi-Site Auto-Regressive Weather GENerator

Version 1.3.7

factorstochvol

Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Mo...

Version 1.1.0

fanplot

Visualisation of Sequential Probability Distributions Using Fan Charts

Version 4.0.0

FAVAR

Bayesian Analysis of a FAVAR Model

Version 0.1.3

FeedbackTS

Analysis of Feedback in Time Series

Version 1.5

fGarch

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Version 4033.92

finnts

Microsoft Finance Time Series Forecasting Framework

Version 0.4.0

FinTS

Companion to Tsay (2005) Analysis of Financial Time Series

Version 0.4-9

FKF

Fast Kalman Filter

Version 0.2.5

FKF.SP

Fast Kalman Filtering Through Sequential Processing

Version 0.3.1

fma

Data Sets from "Forecasting: Methods and Applications" by Makridakis, ...

Version 2.5

fnets

Factor-Adjusted Network Estimation and Forecasting for High-Dimensiona...

Version 0.1.6

fNonlinear

Rmetrics - Nonlinear and Chaotic Time Series Modelling

Version 4021.81

ForeCA

Forecastable Component Analysis

Version 0.2.7

ForecastComb

Forecast Combination Methods

Version 1.3.1

forecastHybrid

Convenient Functions for Ensemble Time Series Forecasts

Version 5.0.19

forecastLSW

Forecasting Routines for Locally Stationary Wavelet Processes

Version 1.0

forecastML

Time Series Forecasting with Machine Learning Methods

Version 0.9.0

ForeComp

Size-Power Tradeoff Visualization for Equal Predictive Ability of Two ...

Version 0.9.0

forecTheta

Forecasting Time Series by Theta Models

Version 2.6.2

fpcb

Predictive Confidence Bands for Functional Time Series Forecasting

Version 0.1.0

fracdiff

Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models

Version 1.5-3

freqdom

Frequency Domain Based Analysis: Dynamic PCA

Version 2.0.5

freqdom.fda

Functional Time Series: Dynamic Functional Principal Components

Version 1.0.1

funtimes

Functions for Time Series Analysis

Version 9.1

glarma

Generalized Linear Autoregressive Moving Average Models

Version 1.6-0

GlarmaVarSel

Variable Selection in Sparse GLARMA Models

Version 1.0

garma

Fitting and Forecasting Gegenbauer ARMA Time Series Models

Version 0.9.13

GAS

Generalized Autoregressive Score Models

Version 0.3.4

TSA

Time Series Analysis

Version 1.3.1

ggseas

'stats' for Seasonal Adjustment on the Fly with 'ggplot2'

Version 0.5.4

ltsa

Linear Time Series Analysis

Version 1.4.6

MSwM

Fitting Markov Switching Models

Version 1.5

GMDH

Short Term Forecasting via GMDH-Type Neural Network Algorithms

Version 1.6

GNAR

Methods for Fitting Network Time Series Models

Version 1.1.3

graphicalVAR

Graphical VAR for Experience Sampling Data

Version 0.3.4

gravitas

Explore Probability Distributions for Bivariate Temporal Granularities

Version 0.1.3

gsarima

Two Functions for Generalized SARIMA Time Series Simulation

Version 0.1-5

spectral

Common Methods of Spectral Data Analysis

Version 2.0

hht

The Hilbert-Huang Transform: Tools and Methods

Version 2.1.6

hts

Hierarchical and Grouped Time Series

Version 6.0.2

KFAS

Kalman Filter and Smoother for Exponential Family State Space Models

Version 1.5.1

hwwntest

Tests of White Noise using Wavelets

Version 1.3.2

imputeTestbench

Test Bench for the Comparison of Imputation Methods

Version 3.0.3

imputeTS

Time Series Missing Value Imputation

Version 3.3

IncDTW

Incremental Calculation of Dynamic Time Warping

Version 1.1.4.4

gasmodel

Generalized Autoregressive Score Models

Version 0.6.0

InspectChangepoint

High-Dimensional Changepoint Estimation via Sparse Projection

Version 1.2

itsmr

Time Series Analysis Using the Innovations Algorithm

Version 1.10

jalcal

Conversion Between Jalali (Persian or Solar Hijri) and Gregorian Calen...

Version 0.1.0

kalmanfilter

Kalman Filter

Version 2.1.1

kza

Kolmogorov-Zurbenko Adaptive Filters

Version 4.1.0.1

legion

Forecasting Using Multivariate Models

Version 0.1.2

locits

Test of Stationarity and Localized Autocovariance

Version 1.7.7

lomb

Lomb-Scargle Periodogram

Version 2.5.0

LongMemoryTS

Long Memory Time Series

Version 0.1.0

lpacf

Local Partial Autocorrelation Function Estimation for Locally Stationa...

Version 1.0.1

LSTS

Locally Stationary Time Series

Version 2.1

LSWPlib

Simulation and Spectral Estimation of Locally Stationary Wavelet Packe...

Version 0.1.0

m5

'M5 Forecasting' Challenges Data

Version 0.1.1

MAPA

Multiple Aggregation Prediction Algorithm

Version 2.0.7

mAr

Multivariate AutoRegressive Analysis

Version 1.2-0

mar1s

Multiplicative AR(1) with Seasonal Processes

Version 2.1.1

mbsts

Multivariate Bayesian Structural Time Series

Version 3.0

meboot

Maximum Entropy Bootstrap for Time Series

Version 1.4-9.4

mFilter

Miscellaneous Time Series Filters

Version 0.1-5

mgm

Estimating Time-Varying k-Order Mixed Graphical Models

Version 1.2-14

mixAR

Mixture Autoregressive Models

Version 0.22.8

mlVAR

Multi-Level Vector Autoregression

Version 0.5.2

mondate

Keep Track of Dates in Terms of Months

Version 1.0

mosum

Moving Sum Based Procedures for Changes in the Mean

Version 1.2.7

mrf

Multiresolution Forecasting

Version 0.1.6

MTS

All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and E...

Version 1.2.1

mtsdi

Multivariate Time Series Data Imputation

Version 0.3.5

MultiGlarmaVarSel

Variable Selection in Sparse Multivariate GLARMA Models

Version 1.0

MultipleBubbles

Test and Detection of Explosive Behaviors for Time Series

Version 0.2.0

multitaper

Spectral Analysis Tools using the Multitaper Method

Version 1.0-17

mvLSW

Multivariate, Locally Stationary Wavelet Process Estimation

Version 1.2.5

mvLSWimpute

Imputation Methods for Multivariate Locally Stationary Time Series

Version 0.1.1

nardl

Nonlinear Cointegrating Autoregressive Distributed Lag Model

Version 0.1.6

nets

Network Estimation for Time Series

Version 0.9.1

NlinTS

Models for Non Linear Causality Detection in Time Series

Version 1.4.5

nlts

Nonlinear Time Series Analysis

Version 1.0-2

nonlinearTseries

Nonlinear Time Series Analysis

Version 0.3.0

NTS

Nonlinear Time Series Analysis

Version 1.1.3

onlineforecast

Forecast Modelling for Online Applications

Version 1.0.2

otsfeatures

Ordinal Time Series Analysis

Version 1.0.0

partsm

Periodic Autoregressive Time Series Models

Version 1.1-3

pastecs

Package for Analysis of Space-Time Ecological Series

Version 1.4.2

pcdpca

Dynamic Principal Components for Periodically Correlated Functional Ti...

Version 0.4

pcts

Periodically Correlated and Periodically Integrated Time Series

Version 0.15.7

pdc

Permutation Distribution Clustering

Version 1.0.3

pdfetch

Fetch Economic and Financial Time Series Data from Public Sources

Version 0.2.9

peacots

Periodogram Peaks in Correlated Time Series

Version 1.3.2

perARMA

Periodic Time Series Analysis

Version 1.7

portes

Portmanteau Tests for Time Series Models

Version 6.0

theft

Tools for Handling Extraction of Features from Time Series

Version 0.6.1

qlcal

R Bindings to the Calendaring Functionality of 'QuantLib'

Version 0.0.11

tensorTS

Factor and Autoregressive Models for Tensor Time Series

Version 1.0.2

roll

Rolling and Expanding Statistics

Version 1.1.7

sdrt

Estimating the Sufficient Dimension Reduction Subspaces in Time Series

Version 1.0.0

vars

VAR Modelling

Version 1.6-1

RJDemetra

Interface to 'JDemetra+' Seasonal Adjustment Software

Version 0.2.6

TSLSTMplus

Long-Short Term Memory for Time-Series Forecasting, Enhanced

Version 1.0.4

stochvol

Efficient Bayesian Inference for Stochastic Volatility (SV) Models

Version 3.2.4

wavScalogram

Wavelet Scalogram Tools for Time Series Analysis

Version 1.1.3

yuima

The YUIMA Project Package for SDEs

Version 1.15.27

RSEIS

Seismic Time Series Analysis Tools

Version 4.2-0

tsoutliers

Detection of Outliers in Time Series

Version 0.6-10

tsdataleaks

Exploit Data Leakages in Time Series Forecasting Competitions

Version 2.1.1

tsDyn

Nonlinear Time Series Models with Regime Switching

Version 11.0.4.1

timechange

Efficient Manipulation of Date-Times

Version 0.3.0

timeSeries

Financial Time Series Objects (Rmetrics)

Version 4032.109

tsfknn

Time Series Forecasting Using Nearest Neighbors

Version 0.6.0

uroot

Unit Root Tests for Seasonal Time Series

Version 2.1-3

timeDate

Rmetrics - Chronological and Calendar Objects

Version 4032.109

Rbeast

Bayesian Change-Point Detection and Time Series Decomposition

Version 1.0.0

robfilter

Robust Time Series Filters

Version 4.1.4

tsutils

Time Series Exploration, Modelling and Forecasting

Version 0.9.4

TensorPreAve

Rank and Factor Loadings Estimation in Time Series Tensor Factor Model...

Version 1.1.0

trend

Non-Parametric Trend Tests and Change-Point Detection

Version 1.1.6

rts

Raster Time Series Analysis

Version 1.1-14

timsac

Time Series Analysis and Control Package

Version 1.3.8-4

regspec

Non-Parametric Bayesian Spectrum Estimation for Multirate Data

Version 2.7

rugarch

Univariate GARCH Models

Version 1.5-1

VedicDateTime

Vedic Calendar System

Version 0.1.9

Rlgt

Bayesian Exponential Smoothing Models with Trend Modifications

Version 0.2-1

Rlibeemd

Ensemble Empirical Mode Decomposition (EEMD) and Its Complete Variant ...

Version 1.4.3

tsPI

Improved Prediction Intervals for ARIMA Processes and Structural Time ...

Version 1.0.4

TSTutorial

Fitting and Predict Time Series Interactive Laboratory

Version 1.2.7

VAR.etp

VAR Modelling: Estimation, Testing, and Prediction

Version 1.1

setartree

SETAR-Tree - A Novel and Accurate Tree Algorithm for Global Time Serie...

Version 0.2.1

stR

STR Decomposition

Version 0.6

TSstudio

Functions for Time Series Analysis and Forecasting

Version 0.1.7

tempdisagg

Methods for Temporal Disaggregation and Interpolation of Time Series

Version 1.1.1

twdtw

Time-Weighted Dynamic Time Warping

Version 1.0-1

rwebstat

Download Data from the Webstat API

Version 1.1.1

WeightedPortTest

Weighted Portmanteau Tests for Time Series Goodness-of-Fit

Version 1.1

resde

Estimation in Reducible Stochastic Differential Equations

Version 1.1

scoringRules

Scoring Rules for Parametric and Simulated Distribution Forecasts

Version 1.1.1

zoo

S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered O...

Version 1.8-12

RTFA

Robust Factor Analysis for Tensor Time Series

Version 0.1.0

sparseDFM

Estimate Dynamic Factor Models with Sparse Loadings

Version 1.0

tsdb

Terribly-Simple Data Base for Time Series

Version 1.1-0

sufficientForecasting

Sufficient Forecasting using Factor Models

Version 0.1.0

StructuralDecompose

Decomposes a Level Shifted Time Series

Version 0.1.1

svars

Data-Driven Identification of SVAR Models

Version 1.3.11

RTransferEntropy

Measuring Information Flow Between Time Series with Shannon and Renyi ...

Version 0.2.21

tswge

Time Series for Data Science

Version 2.1.0

statespacer

State Space Modelling in 'R'

Version 0.5.0

ugatsdb

Uganda Time Series Database API

Version 0.2.3

wavethresh

Wavelets Statistics and Transforms

Version 4.7.2

spTimer

Spatio-Temporal Bayesian Modelling

Version 3.3.2

tpr

Temporal Process Regression

Version 0.3-3

seer

Feature-Based Forecast Model Selection

Version 1.1.8

TSdeeplearning

Deep Learning Model for Time Series Forecasting

Version 0.1.0

tsibbledata

Diverse Datasets for 'tsibble'

Version 0.4.1

TSdist

Distance Measures for Time Series Data

Version 3.7.1

Rssa

A Collection of Methods for Singular Spectrum Analysis

Version 1.0.5

sde

Simulation and Inference for Stochastic Differential Equations

Version 2.0.18

tsintermittent

Intermittent Time Series Forecasting

Version 1.10

strucchange

Testing, Monitoring, and Dating Structural Changes

Version 1.5-3

Rcatch22

Calculation of 22 CAnonical Time-Series CHaracteristics

Version 0.2.1

tfarima

Transfer Function and ARIMA Models

Version 0.3.2

x12

Interface to 'X12-ARIMA'/'X13-ARIMA-SEATS' and Structure for Batch Pro...

Version 1.10.3

TSdisaggregation

High-Dimensional Temporal Disaggregation

Version 2.0.0

ZINARp

Simulate INAR/ZINAR(p) Models and Estimate Its Parameters

Version 0.1.0

seas

Seasonal Analysis and Graphics, Especially for Climatology

Version 0.6-0

PSF

Forecasting of Univariate Time Series Using the Pattern Sequence-Based...

Version 0.5

SLBDD

Statistical Learning for Big Dependent Data

Version 0.0.4

seasonal

R Interface to X-13-ARIMA-SEATS

Version 1.9.0

timeseriesdb

A Time Series Database for Official Statistics with R and PostgreSQL

Version 1.0.0-1.1.2

season

Seasonal Analysis of Health Data

Version 0.3.15

nnfor

Time Series Forecasting with Neural Networks

Version 0.9.9

tsrobprep

Robust Preprocessing of Time Series Data

Version 0.3.2

PTSR

Positive Time Series Regression

Version 0.1.2

psd

Adaptive, Sine-Multitaper Power Spectral Density and Cross Spectrum Es...

Version 2.1.1

ptw

Parametric Time Warping

Version 1.9-16

RGENERATE

Tools to Generate Vector Time Series

Version 1.3.7

TSLSTM

Long Short Term Memory (LSTM) Model for Time Series Forecasting

Version 0.1.0

TSANN

Time Series Artificial Neural Network

Version 0.1.0

strucchangeRcpp

Testing, Monitoring, and Dating Structural Changes: C++ Version

Version 1.5-3-1.0.4

surveillance

Temporal and Spatio-Temporal Modeling and Monitoring of Epidemic Pheno...

Version 1.23.0

tis

Time Indexes and Time Indexed Series

Version 1.39

STFTS

Statistical Tests for Functional Time Series

Version 0.1.0

Quandl

API Wrapper for Quandl.com

Version 2.11.0

RobKF

Innovative and/or Additive Outlier Robust Kalman Filtering

Version 1.0.2

tsBSS

Blind Source Separation and Supervised Dimension Reduction for Time Se...

Version 1.0.0

tssim

Simulation of Daily and Monthly Time Series

Version 0.1.7

Rsfar

Seasonal Functional Autoregressive Models

Version 0.0.1

sparsevar

Sparse VAR/VECM Models Estimation

Version 0.1.0

testcorr

Testing Zero Correlation

Version 0.2.0

prophet

Automatic Forecasting Procedure

Version 1.0

rdbnomics

Download DBnomics Data

Version 0.6.4

tsibbletalk

Interactive Graphics for Tsibble Objects

Version 0.1.0

sazedR

Parameter-Free Domain-Agnostic Season Length Detection in Time Series

Version 2.0.2

tscount

Analysis of Count Time Series

Version 1.4.3

TSclust

Time Series Clustering Utilities

Version 1.3.1

TSrepr

Time Series Representations

Version 1.1.0

tsnet

Fitting, Comparing, and Visualizing Networks Based on Time Series Data

Version 0.1.0

tbrf

Time-Based Rolling Functions

Version 0.1.5

wavelets

Functions for Computing Wavelet Filters, Wavelet Transforms and Multir...

Version 0.3-0.2

runstats

Fast Computation of Running Statistics for Time Series

Version 1.1.0

VARshrink

Shrinkage Estimation Methods for Vector Autoregressive Models

Version 0.3.1

tframe

Time Frame Coding Kernel

Version 2015.12-1.1

tseriesChaos

Analysis of Nonlinear Time Series

Version 0.1-13.1

TSEntropies

Time Series Entropies

Version 0.9

sym.arma

Autoregressive and Moving Average Symmetric Models

Version 1.0

ZIM

Zero-Inflated Models (ZIM) for Count Time Series with Excess Zeros

Version 1.1.0

Tides

Quasi-Periodic Time Series Characteristics

Version 2.1

Tcomp

Data from the 2010 Tourism Forecasting Competition

Version 1.0.1

WaveletComp

Computational Wavelet Analysis

Version 1.1

thief

Temporal Hierarchical Forecasting

Version 0.3

wktmo

Converting Weekly Data to Monthly Data

Version 1.0.5

seasonalview

Graphical User Interface for Seasonal Adjustment

Version 0.3

tsdecomp

Decomposition of Time Series Data

Version 0.2

tsdisagg2

Time Series Disaggregation

Version 0.1.0

stlplus

Enhanced Seasonal Decomposition of Time Series by Loess

Version 0.5.1

sleekts

4253H, Twice Smoothing

Version 1.0.2

ZRA

Dynamic Plots for Time Series Forecasting

Version 0.2

aion

Archaeological Time Series

Version 1.0.2

almanac

Tools for Working with Recurrence Rules

Version 1.0.0

fastcpd

Fast Change Point Detection via Sequential Gradient Descent

Version 0.14.3

gratis

Generating Time Series with Diverse and Controllable Characteristics

Version 1.0.7

fastTS

Fast Time Series Modeling for Seasonal Series with Exogenous Variables

Version 1.0.1

fable

Forecasting Models for Tidy Time Series

Version 0.3.4

feasts

Feature Extraction and Statistics for Time Series

Version 0.3.2

sugrrants

Supporting Graphs for Analysing Time Series

Version 0.2.9

gmvarkit

Estimate Gaussian and Student's t Mixture Vector Autoregressive Models

Version 2.1.2

MARSS

Multivariate Autoregressive State-Space Modeling

Version 3.11.9

ggdemetra

'ggplot2' Extension for Seasonal and Trading Day Adjustment with 'RJDe...

Version 0.2.8

bssm

Bayesian Inference of Non-Linear and Non-Gaussian State Space Models

Version 2.0.2

coconots

Convolution-Closed Models for Count Time Series

Version 1.1.3

lubridate

Make Dealing with Dates a Little Easier

Version 1.9.3

ARCensReg

Fitting Univariate Censored Linear Regression Model with Autoregressiv...

Version 3.0.1

ARDL

ARDL, ECM and Bounds-Test for Cointegration

Version 0.2.4

bigtime

Sparse Estimation of Large Time Series Models

Version 0.2.3

clock

Date-Time Types and Tools

Version 0.7.0

fpp2

Data for "Forecasting: Principles and Practice" (2nd Edition)

Version 2.5

fpp3

Data for "Forecasting: Principles and Practice" (3rd Edition)

Version 1.0.0

ctbi

A Procedure to Clean, Decompose and Aggregate Timeseries

Version 2.0.5

era

Year-Based Time Scales

Version 0.4.1

gsignal

Signal Processing

Version 0.3-5

blocklength

Select an Optimal Block-Length to Bootstrap Dependent Data (Block Boot...

Version 0.1.5

bayesforecast

Bayesian Time Series Modeling with Stan

Version 1.0.1

tsibble

Tidy Temporal Data Frames and Tools

Version 1.1.5

fredr

An R Client for the 'FRED' API

Version 2.1.0

BMTAR

Bayesian Approach for MTAR Models with Missing Data

Version 0.1.1

fable.prophet

Prophet Modelling Interface for 'fable'

Version 0.1.0

Mcomp

Data from the M-Competitions

Version 2.8

influxdbr

R Interface to InfluxDB

Version 0.14.2

VARDetect

Multiple Change Point Detection in Structural VAR Models

Version 0.1.8

spINAR

(Semi)Parametric Estimation and Bootstrapping of INAR Models

Version 0.2.0

profoc

Probabilistic Forecast Combination Using CRPS Learning

Version 1.3.2

Sim.DiffProc

Simulation of Diffusion Processes

Version 4.9

runner

Running Operations for Vectors

Version 0.4.4

parttime

Partial Datetime Handling

Version 0.1.2

rucrdtw

R Bindings for the UCR Suite

Version 0.1.6

scoringutils

Utilities for Scoring and Assessing Predictions

Version 1.2.2

timetk

A Tool Kit for Working with Time Series

Version 2.9.0

slider

Sliding Window Functions

Version 0.3.1

tseriesTARMA

Analysis of Nonlinear Time Series Through TARMA Models

Version 0.3-4

smoots

Nonparametric Estimation of the Trend and Its Derivatives in TS

Version 1.1.4

modeltime

The Tidymodels Extension for Time Series Modeling

Version 1.2.8

tsfeatures

Time Series Feature Extraction

Version 1.1.1

tseriesEntropy

Entropy Based Analysis and Tests for Time Series

Version 0.7-2

sweep

Tidy Tools for Forecasting

Version 0.2.5

hpfilter

The One- And Two-Sided Hodrick-Prescott Filter

Version 1.0.2

tsbox

Class-Agnostic Time Series

Version 0.4.1

modeltime.resample

Resampling Tools for Time Series Forecasting

Version 0.2.3

flap

Forecast Linear Augmented Projection

Version 0.2.0

opera

Online Prediction by Expert Aggregation

Version 1.2.0

NVAR

Nonlinear Vector Autoregression Models

Version 0.1.0

FoReco

Forecast Reconciliation

Version 0.2.6

Ecdat

Data Sets for Econometrics

Version 0.4-2

forecast

Forecasting Functions for Time Series and Linear Models

Version 8.23.0

greybox

Toolbox for Model Building and Forecasting

Version 2.0.1

smooth

Forecasting Using State Space Models

Version 4.0.2

dfms

Dynamic Factor Models

Version 0.2.2

paleoTS

Analyze Paleontological Time-Series

Version 0.6.1

ifo

Client for the Ifo Institute Time Series

Version 0.1.0

MEFM

Perform MEFM Estimation on Matrix Time Series

Version 0.1.1

autostsm

Automatic Structural Time Series Models

Version 3.1.5

CFtime

Using CF-Compliant Calendars with Climate Projection Data

Version 1.4.0

xts

eXtensible Time Series

Version 0.14.0

boiwsa

Seasonal Adjustment of Weekly Data

Version 1.1.1

HDTSA

High Dimensional Time Series Analysis Tools

Version 1.0.3

waveslim

Basic Wavelet Routines for One-, Two-, and Three-Dimensional Signal Pr...

Version 1.8.5

mtarm

Bayesian Estimation of Multivariate Threshold Autoregressive Models

Version 0.1.1

nixtlar

A Software Development Kit for 'Nixtla''s 'TimeGPT'

Version 0.5.2

dlmtree

Bayesian Treed Distributed Lag Models

Version 1.0.0

bayesRecon

Probabilistic Reconciliation via Conditioning

Version 0.3.0

sstvars

Toolkit for Reduced Form and Structural Smooth Transition Vector Autor...

Version 1.0.1

urca

Unit Root and Cointegration Tests for Time Series Data

Version 1.3-4

readabs

Download and Tidy Time Series Data from the Australian Bureau of Stati...

Version 0.4.16

kDGLM

Bayesian Analysis of Dynamic Generalized Linear Models

Version 1.2.0

samadb

South Africa Macroeconomic Database API

Version 0.3.0

collapse

Advanced and Fast Data Transformation

Version 2.0.15

tstests

Time Series Goodness of Fit and Forecast Evaluation Tests

Version 1.0.0

bootUR

Bootstrap Unit Root Tests

Version 1.0.4

rhosa

Higher-Order Spectral Analysis

Version 0.3.0

tseries

Time Series Analysis and Computational Finance

Version 0.10-56

EXPAR

Fitting of Exponential Autoregressive (EXPAR) Model

Version 0.1.0

tsgarch

Univariate GARCH Models

Version 1.0.2

tsModel

Time Series Modeling for Air Pollution and Health

Version 0.6-2

esemifar

Smoothing Long-Memory Time Series

Version 2.0.1

TSEAL

Time Series Analysis Library

Version 0.1.3

nanotime

Nanosecond-Resolution Time Support for R

Version 0.3.9

x13binary

Provide the 'x13ashtml' Seasonal Adjustment Binary

Version 1.1.61

bayesianVARs

MCMC Estimation of Bayesian Vectorautoregressions

Version 0.1.3

mvgam

Multivariate (Dynamic) Generalized Additive Models

Version 1.1.2

pomp

Statistical Inference for Partially Observed Markov Processes

Version 5.10

timeless

Fast General Purpose Date/Time Converter

Version 0.2.3

disaggR

Two-Steps Benchmarks for Time Series Disaggregation

Version 1.0.5.3

uGMAR

Estimate Univariate Gaussian and Student's t Mixture Autoregressive Mo...

Version 3.5.0

quantspec

Quantile-Based Spectral Analysis of Time Series

Version 1.2-4

BGVAR

Bayesian Global Vector Autoregressions

Version 2.5.7

synthesis

Generate Synthetic Data from Statistical Models

Version 1.2.5

UComp

Automatic Univariate Time Series Modelling of many Kinds

Version 5.0.2

deseats

Data-Driven Locally Weighted Regression for Trend and Seasonality in T...

Version 1.1.0

bsvars

Bayesian Estimation of Structural Vector Autoregressive Models

Version 3.1