Autoregressive Conditional Poisson
Africa Macroeconomic Monitor Database API
Bayesian Estimation of ARIMAX Model
Anything to 'POSIXct' or 'Date' Converter
Time Series Autoregressive-Based Decomposition
Linear and Nonlinear Autoregressive Distributed Lag Models: General-to...
Fractional ARIMA (and Other Long Memory) Time Series Modeling
Applied Singular Spectrum Analysis (ASSA)
Applied Statistical Time Series Analysis
Methods for Fitting and Simulating Non-Stationary ARFIMA Models
Bayesian Dynamic Factor Analysis (DFA) with 'Stan'
On Bayesian Analysis of Threshold Autoregressive Models
Bent-Cable Regression for Independent Data or Autoregressive Time Seri...
Brazilian Economic Time Series
Bayesian Spectral Inference for Time Series
Breaks for Additive Season and Trend
Dimension Reduction Methods for Multivariate Time Series
Efficient Implementation of Binary Segmentation
Bootstrap Functions (Originally by Angelo Canty for S)
A Bayesian Nonparametric Algorithm for Time Series Clustering
Bootstrap Prediction Intervals and Bias-Corrected Forecasting
Methods for Fast Multiple Change-Point/Break-Point Detection and Estim...
Continuous-Time Fractionally Integrated ARMA Process for Irregularly S...
Bayesian Spectral Inference
Bayesian Structural Time Series
Download Data from Bundesbank
Hierarchical Bayesian Vector Autoregression
Bayesian Analysis of a Vector Autoregressive Model with Stochastic Vol...
Bayesian Inference of Vector Autoregressive and Error Correction Model...
A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests
Methods for Changepoint Detection
Geometrically Inspired Multivariate Changepoint Detection
Methods for Nonparametric Changepoint Detection
Chronological Objects which Can Handle Dates and Times
Complex-Valued Wavelet Lifting for Univariate and Bivariate Time Serie...
Dynamic Time Warping Algorithms
Parameter Estimation and Inference in a Cointegrating Regression
Time Series Analysis and Forecasting Using Complex Variables
A Class for Working with Time Series Data Based on 'data.table' and 'R...
Generalized Dynamic Principal Components
Time Series Costationarity Determination
Nonparametric Change Point Detection for Multivariate Time Series
Perform Linear or Nonlinear Cross Lag Analysis
Estimation and Inference for the Fractionally Cointegrated VAR
Autocorrelation Function for Functional Time Series
Switzerland's Data Series in One Place
Datetimes with Optional UTC Offsets and/or Heterogeneous Time Zones
Chaotic Time Series Analysis
Distance Covariance and Correlation for Time Series Analysis
Dependent Mixture Models
Dependent Mixture Models - Hidden Markov Models of GLMs and Other Dist...
Forecast the Diffusion of New Products
Diffusion Models R Analysis
Signal Processing
Time Series Regression Models with Distributed Lag Models
Bayesian and Likelihood Analysis of Dynamic Linear Models
Distributed Lag Non-Linear Models
Seasonal Adjustment of Daily Time Series
Interface to 'Dygraphs' Interactive Time Series Charting Library
Time Series Regression
Dynamic Linear Regression
Multivariate Version of the Diebold-Mariano Test
Estimate Ensemble Bayesian Model Averaging Forecasts using Gibbs Sampl...
Programmatic Access to the European Central Bank's Statistical Data Wa...
Build Error Correction Models
Empirical Mode Decomposition and Hilbert Spectral Analysis
Probabilistic Forecasting using Ensembles and Bayesian Model Averaging
Fitting of Exponential Autoregressive Moving Average (EXPARMA) Model
Data Sets from "Forecasting with Exponential Smoothing"
INGARCH and GLARMA Models for Count Time Series in Fable Framework
Multi-Site Auto-Regressive Weather GENerator
Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Mo...
Visualisation of Sequential Probability Distributions Using Fan Charts
Bayesian Analysis of a FAVAR Model
Analysis of Feedback in Time Series
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Microsoft Finance Time Series Forecasting Framework
Companion to Tsay (2005) Analysis of Financial Time Series
Fast Kalman Filtering Through Sequential Processing
Data Sets from "Forecasting: Methods and Applications" by Makridakis, ...
Factor-Adjusted Network Estimation and Forecasting for High-Dimensiona...
Forecastable Component Analysis
Forecast Combination Methods
Convenient Functions for Ensemble Time Series Forecasts
Forecasting Routines for Locally Stationary Wavelet Processes
Time Series Forecasting with Machine Learning Methods
Size-Power Tradeoff Visualization for Equal Predictive Ability of Two ...
Forecasting Time Series by Theta Models
Predictive Confidence Bands for Functional Time Series Forecasting
Segmentation using Optimal Partitioning and Function Pruning
Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
Frequency Domain Based Analysis: Dynamic PCA
Functional Time Series: Dynamic Functional Principal Components
Functions for Time Series Analysis
Generalized Linear Autoregressive Moving Average Models
Variable Selection in Sparse GLARMA Models
Time Series Analysis
'stats' for Seasonal Adjustment on the Fly with 'ggplot2'
Statistical Inference for Partially Observed Markov Processes
Seismic Time Series Analysis Tools
Linear Time Series Analysis
Fitting Markov Switching Models
Short Term Forecasting via GMDH-Type Neural Network Algorithms
Methods for Fitting Network Time Series Models
Graphical VAR for Experience Sampling Data
Explore Probability Distributions for Bivariate Temporal Granularities
Two Functions for Generalized SARIMA Time Series Simulation
Common Methods of Spectral Data Analysis
The Hilbert-Huang Transform: Tools and Methods
Kalman Filter and Smoother for Exponential Family State Space Models
Tests of White Noise using Wavelets
Long-Short Term Memory for Time-Series Forecasting, Enhanced
Test Bench for the Comparison of Imputation Methods
Time Series Missing Value Imputation
Incremental Calculation of Dynamic Time Warping
Generalized Autoregressive Score Models
High-Dimensional Changepoint Estimation via Sparse Projection
Time Series Analysis Using the Innovations Algorithm
Conversion Between Jalali (Persian or Solar Hijri) and Gregorian Calen...
Kalman Filter
Kolmogorov-Zurbenko Adaptive Filters
Forecasting Using Multivariate Models
Test of Stationarity and Localized Autocovariance
Lomb-Scargle Periodogram
Long Memory Time Series
Local Partial Autocorrelation Function Estimation for Locally Stationa...
Locally Stationary Time Series
Simulation and Spectral Estimation of Locally Stationary Wavelet Packe...
'M5 Forecasting' Challenges Data
Multiple Aggregation Prediction Algorithm
Multivariate AutoRegressive Analysis
Multiplicative AR(1) with Seasonal Processes
Multivariate Bayesian Structural Time Series
Maximum Entropy Bootstrap for Time Series
Miscellaneous Time Series Filters
Estimating Time-Varying k-Order Mixed Graphical Models
Mixture Autoregressive Models
Multi-Level Vector Autoregression
Keep Track of Dates in Terms of Months
Moving Sum Based Procedures for Changes in the Mean
Multiresolution Forecasting
All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and E...
Multivariate Time Series Data Imputation
Variable Selection in Sparse Multivariate GLARMA Models
Test and Detection of Explosive Behaviors for Time Series
Spectral Analysis Tools using the Multitaper Method
Multivariate, Locally Stationary Wavelet Process Estimation
Imputation Methods for Multivariate Locally Stationary Time Series
Nonlinear Cointegrating Autoregressive Distributed Lag Model
Network Estimation for Time Series
Models for Non Linear Causality Detection in Time Series
Nonlinear Time Series Analysis
Nonlinear Time Series Analysis
Nonlinear Time Series Analysis
Forecast Modelling for Online Applications
Ordinal Time Series Analysis
Periodic Autoregressive Time Series Models
Package for Analysis of Space-Time Ecological Series
Dynamic Principal Components for Periodically Correlated Functional Ti...
Periodically Correlated and Periodically Integrated Time Series
Permutation Distribution Clustering
Periodogram Peaks in Correlated Time Series
Periodic Time Series Analysis
Portmanteau Tests for Time Series Models
Tools for Handling Extraction of Features from Time Series
Factor and Autoregressive Models for Tensor Time Series
Rolling and Expanding Statistics
Estimating the Sufficient Dimension Reduction Subspaces in Time Series
Core Tools for Packages in the 'fable' Framework
Feature Extraction and Statistics for Time Series
VAR Modelling
Interface to 'JDemetra+' Seasonal Adjustment Software
Efficient Bayesian Inference for Stochastic Volatility (SV) Models
Wavelet Scalogram Tools for Time Series Analysis
The YUIMA Project Package for SDEs
Detection of Outliers in Time Series
Exploit Data Leakages in Time Series Forecasting Competitions
Nonlinear Time Series Models with Regime Switching
Efficient Manipulation of Date-Times
Financial Time Series Objects (Rmetrics)
Time Series Forecasting Using Nearest Neighbors
Unit Root Tests for Seasonal Time Series
Rmetrics - Chronological and Calendar Objects
Time Series Exploration, Modelling and Forecasting
Rank and Factor Loadings Estimation in Time Series Tensor Factor Model...
Non-Parametric Trend Tests and Change-Point Detection
Raster Time Series Analysis
Time Series Analysis and Control Package
Non-Parametric Bayesian Spectrum Estimation for Multirate Data
Univariate GARCH Models
Vedic Calendar System
Ensemble Empirical Mode Decomposition (EEMD) and Its Complete Variant ...
Improved Prediction Intervals for ARIMA Processes and Structural Time ...
Fitting and Predict Time Series Interactive Laboratory
VAR Modelling: Estimation, Testing, and Prediction
SETAR-Tree - A Novel and Accurate Tree Algorithm for Global Time Serie...
Functions for Time Series Analysis and Forecasting
Methods for Temporal Disaggregation and Interpolation of Time Series
Time-Weighted Dynamic Time Warping
Download Data from the Webstat API
Data for "Forecasting: Principles and Practice" (3rd Edition)
Weighted Portmanteau Tests for Time Series Goodness-of-Fit
Estimation in Reducible Stochastic Differential Equations
S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered O...
Robust Factor Analysis for Tensor Time Series
Estimate Dynamic Factor Models with Sparse Loadings
Terribly-Simple Data Base for Time Series
Sufficient Forecasting using Factor Models
Decomposes a Level Shifted Time Series
Data-Driven Identification of SVAR Models
Measuring Information Flow Between Time Series with Shannon and Renyi ...
Time Series for Data Science
State Space Modelling in 'R'
Uganda Time Series Database API
Temporal Process Regression
Feature-Based Forecast Model Selection
Deep Learning Model for Time Series Forecasting
Diverse Datasets for 'tsibble'
Distance Measures for Time Series Data
Simulation and Inference for Stochastic Differential Equations
Intermittent Time Series Forecasting
Testing, Monitoring, and Dating Structural Changes
Calculation of 22 CAnonical Time-Series CHaracteristics
Transfer Function and ARIMA Models
Interface to 'X12-ARIMA'/'X13-ARIMA-SEATS' and Structure for Batch Pro...
High-Dimensional Temporal Disaggregation
Simulate INAR/ZINAR(p) Models and Estimate Its Parameters
Seasonal Analysis and Graphics, Especially for Climatology
Forecasting of Univariate Time Series Using the Pattern Sequence-Based...
Statistical Learning for Big Dependent Data
R Interface to X-13-ARIMA-SEATS
A Time Series Database for Official Statistics with R and PostgreSQL
Seasonal Analysis of Health Data
Time Series Forecasting with Neural Networks
Robust Preprocessing of Time Series Data
Positive Time Series Regression
Adaptive, Sine-Multitaper Power Spectral Density and Cross Spectrum Es...
Parametric Time Warping
Tools to Generate Vector Time Series
Long Short Term Memory (LSTM) Model for Time Series Forecasting
Time Series Artificial Neural Network
Testing, Monitoring, and Dating Structural Changes: C++ Version
Time Indexes and Time Indexed Series
Statistical Tests for Functional Time Series
API Wrapper for Quandl.com
Innovative and/or Additive Outlier Robust Kalman Filtering
Blind Source Separation and Supervised Dimension Reduction for Time Se...
Simulation of Daily and Monthly Time Series
Seasonal Functional Autoregressive Models
Sparse VAR/VECM Models Estimation
Testing Zero Correlation
Automatic Forecasting Procedure
Download DBnomics Data
Interactive Graphics for Tsibble Objects
Parameter-Free Domain-Agnostic Season Length Detection in Time Series
Analysis of Count Time Series
Time Series Clustering Utilities
Time Series Representations
Fitting, Comparing, and Visualizing Networks Based on Time Series Data
Time-Based Rolling Functions
Functions for Computing Wavelet Filters, Wavelet Transforms and Multir...
Fast Computation of Running Statistics for Time Series
Shrinkage Estimation Methods for Vector Autoregressive Models
Time Frame Coding Kernel
Analysis of Nonlinear Time Series
Time Series Entropies
Autoregressive and Moving Average Symmetric Models
Zero-Inflated Models (ZIM) for Count Time Series with Excess Zeros
Quasi-Periodic Time Series Characteristics
Data from the 2010 Tourism Forecasting Competition
Computational Wavelet Analysis
Temporal Hierarchical Forecasting
Converting Weekly Data to Monthly Data
Graphical User Interface for Seasonal Adjustment
Decomposition of Time Series Data
Time Series Disaggregation
Enhanced Seasonal Decomposition of Time Series by Loess
4253H, Twice Smoothing
Dynamic Plots for Time Series Forecasting
Tools for Working with Recurrence Rules
Fast Change Point Detection via Sequential Gradient Descent
Generating Time Series with Diverse and Controllable Characteristics
Fast Time Series Modeling for Seasonal Series with Exogenous Variables
Forecasting Models for Tidy Time Series
Supporting Graphs for Analysing Time Series
Estimate Gaussian and Student's t Mixture Vector Autoregressive Models
Multivariate Autoregressive State-Space Modeling
'ggplot2' Extension for Seasonal and Trading Day Adjustment with 'RJDe...
Bayesian Inference of Non-Linear and Non-Gaussian State Space Models
Convolution-Closed Models for Count Time Series
Make Dealing with Dates a Little Easier
Fitting Univariate Censored Linear Regression Model with Autoregressiv...
ARDL, ECM and Bounds-Test for Cointegration
Sparse Estimation of Large Time Series Models
Data for "Forecasting: Principles and Practice" (2nd Edition)
A Procedure to Clean, Decompose and Aggregate Timeseries
Year-Based Time Scales
Select an Optimal Block-Length to Bootstrap Dependent Data (Block Boot...
Bayesian Time Series Modeling with Stan
Tidy Temporal Data Frames and Tools
An R Client for the 'FRED' API
Bayesian Approach for MTAR Models with Missing Data
Prophet Modelling Interface for 'fable'
Joint Segmentation of Multivariate (Copy Number) Signals
Data from the M-Competitions
R Interface to InfluxDB
Multiple Change Point Detection in Structural VAR Models
(Semi)Parametric Estimation and Bootstrapping of INAR Models
Probabilistic Forecast Combination Using CRPS Learning
Simulation of Diffusion Processes
Running Operations for Vectors
Partial Datetime Handling
R Bindings for the UCR Suite
Utilities for Scoring and Assessing Predictions
A Tool Kit for Working with Time Series
Sliding Window Functions
Analysis of Nonlinear Time Series Through TARMA Models
Nonparametric Estimation of the Trend and Its Derivatives in TS
Time Series Feature Extraction
Entropy Based Analysis and Tests for Time Series
Tidy Tools for Forecasting
The One- And Two-Sided Hodrick-Prescott Filter
Class-Agnostic Time Series
Resampling Tools for Time Series Forecasting
Forecast Linear Augmented Projection
Online Prediction by Expert Aggregation
Nonlinear Vector Autoregression Models
Forecast Reconciliation
Data Sets for Econometrics
Forecasting Functions for Time Series and Linear Models
Toolbox for Model Building and Forecasting
Forecasting Using State Space Models
Dynamic Factor Models
Analyze Paleontological Time-Series
Client for the Ifo Institute Time Series
Perform MEFM Estimation on Matrix Time Series
Automatic Structural Time Series Models
Using CF-Compliant Calendars with Climate Projection Data
eXtensible Time Series
Seasonal Adjustment of Weekly Data
Basic Wavelet Routines for One-, Two-, and Three-Dimensional Signal Pr...
A Software Development Kit for 'Nixtla''s 'TimeGPT'
Bayesian Treed Distributed Lag Models
Toolkit for Reduced Form and Structural Smooth Transition Vector Autor...
Unit Root and Cointegration Tests for Time Series Data
Download and Tidy Time Series Data from the Australian Bureau of Stati...
Bayesian Analysis of Dynamic Generalized Linear Models
South Africa Macroeconomic Database API
Advanced and Fast Data Transformation
Time Series Goodness of Fit and Forecast Evaluation Tests
Bootstrap Unit Root Tests
Higher-Order Spectral Analysis
Time Series Analysis and Computational Finance
Fitting of Exponential Autoregressive (EXPAR) Model
Univariate GARCH Models
Time Series Modeling for Air Pollution and Health
Smoothing Long-Memory Time Series
Time Series Analysis Library
Nanosecond-Resolution Time Support for R
Provide the 'x13ashtml' Seasonal Adjustment Binary
Multivariate (Dynamic) Generalized Additive Models
Two-Steps Benchmarks for Time Series Disaggregation
Estimate Univariate Gaussian and Student's t Mixture Autoregressive Mo...
Quantile-Based Spectral Analysis of Time Series
Bayesian Global Vector Autoregressions
Generate Synthetic Data from Statistical Models
Automatic Univariate Time Series Modelling of many Kinds
Data-Driven Locally Weighted Regression for Trend and Seasonality in T...
Bayesian Estimation of Structural Vector Autoregressive Models
Robust Time Series Filters
Bayesian Exponential Smoothing Models with Trend Modifications
'data.table' Time-Series
Date-Time Types and Tools
Bayesian Estimation of Multivariate Threshold Autoregressive Models
R Bindings to the Calendaring Functionality of 'QuantLib'
Time Series Clustering Along with Optimizations for the Dynamic Time W...
Archaeological Time Series
Seasonal Trend Decomposition Using Regression
The Tidymodels Extension for Time Series Modeling
Hierarchical and Grouped Time Series
Bayesian SVARs with Sign, Zero, and Narrative Restrictions
Conduct Univariate and Bivariate Wavelet Analyses
A Tidy Framework for Changepoint Detection Analysis
Generalized Autoregressive Score Models
Likelihood Based Inference for ARIMA Modeling
Wavelets Statistics and Transforms
Fitting and Forecasting Gegenbauer ARMA Time Series Models
Non-Parametric Multiple Change-Point Analysis of Multivariate Data
Time Series Methods Based on Growth Curves
Extension of data.frame
Probabilistic Reconciliation via Conditioning
Bayesian Change-Point Detection and Time Series Decomposition
Fetch Economic and Financial Time Series Data from Public Sources
Temporal and Spatio-Temporal Modeling and Monitoring of Epidemic Pheno...
High Dimensional Time Series Analysis Tools
Applied Econometrics with R
A Collection of Methods for Singular Spectrum Analysis
Scoring Rules for Parametric and Simulated Distribution Forecasts
MCMC Estimation of Bayesian Vectorautoregressions
Spatio-Temporal Bayesian Modelling
Fast Kalman Filter
Rmetrics - Nonlinear and Chaotic Time Series Modelling