forecast 8.5

The latest minor release of the forecast package has now been approved on CRAN and should be available in the next day or so.

Version 8.5 contains the following new features

  • Updated tsCV() to handle exogenous regressors.
  • Reimplemented naive(), snaive(), rwf() for substantial speed improvements.
  • Added support for passing arguments to auto.arima() unit root tests.
  • Improved auto.arima() stepwise search algorithm (some neighbouring models were missed previously).

We haven’t done a major release for two years, and there is unlikely to be another one now. Instead, we are working hard on fable, a tidyverse replacement for the forecast package.

The forecast package will continue to be maintained, but no new features will be added.

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