There is now an offi­cial CRAN Task View for Time Series. This will replace my ear­lier list of time series pack­ages for R, and pro­vide a more vis­i­ble and use­ful entry point for peo­ple want­ing to use R for time series analy­sis. If I have missed any­thing on the list, please let me know.

Related Posts:

• Find­ing an R function
• Econo­met­rics and R
• Time series cross-​​​​validation: an R example
• Fore­cast­ing time series using R
• R help links