Rob J Hyndman

The fpp pack­age for R provides all data sets required for the examples and exer­cises in the book Fore­cast­ing: prin­ciples and prac­tice by Rob J Hyndman and George Ath­anasopoulos. All pack­ages required to run the examples are also loaded.

The demo­graphy pack­age for R con­tains func­tions for vari­ous demo­graphic ana­lyses. It provides facil­it­ies for demo­graphic stat­ist­ics, mod­el­ling and fore­cast­ing. In par­tic­u­lar, it imple­ments lifetable cal­cu­la­tions; Lee-​​​​Carter mod­el­ling and vari­ants; func­tional data ana­lysis of mor­tal­ity rates, fer­til­ity rates, net migra­tion num­bers; and stochastic pop­u­la­tion fore­cast­ing. Examples funcfor.R: ana­lysis from Hyndman and Ullah (2005) adelaide.R: ana­lysis from a talk given to the Aus­tralian Pop­u­la­tion Net­work in Adelaide, Novem­ber 2004. Other shorter examples are given in the help files. Extra data are avail­able in the addb package.

The hts pack­age provides meth­ods for ana­lys­ing and fore­cast­ing hier­arch­ical time series.

The ftsa pack­age provides tools for mod­el­ling and fore­cast­ing func­tional time series.

The fds pack­age provides func­tional data sets use­ful for test­ing new methods.

The expsmooth pack­age for R provides data sets from the book “Fore­cast­ing with expo­nen­tial smooth­ing: the state space approach” by Hyndman, Koehler, Ord and Snyder (Springer, 2008).

The Mcomp pack­age for R provides the 1001 time series from the M-​​​​competition (Makrida­kis et al. 1982) and the 3003 time series from the IJF-​​​​M3 com­pet­i­tion (Makrida­kis and Hibon, 2000).

The fma pack­age for R provides all data sets from “Fore­cast­ing: meth­ods and applic­a­tions” by Makrida­kis, Wheel­wright & Hyndman (Wiley, 3rd ed., 1998).

The fore­cast pack­age for R provides meth­ods and tools for dis­play­ing and ana­lys­ing uni­vari­ate time series fore­casts includ­ing expo­nen­tial smooth­ing via state space mod­els and auto­matic ARIMA mod­el­ling. It also includes a hand­ful of data sets from the Time Series Data Lib­rary. The pack­age is described in Hyndman and Khandakar (2008).

The rain­bow pack­age provides tools for plot­ting func­tional data includ­ing the rain­bow plot, func­tional bag­plot, func­tional HDR box­plot. The meth­ods are described in Rain­bow plots, bag­plots and box­plots for func­tional data