Time Series Analysis

Maintained by Rob J Hyndman, Rebecca Killick · view source ↗

433

Packages

Core

2021

Tracked since

Recent additions and removals

20 recent

2026-07-01 Added muse

2026-06-28 Removed BayesARIMAX

2026-06-28 Removed BETS

2026-06-28 Added fable.intermittent

2026-06-28 Removed mar1s

2026-06-09 Added bvars

2026-05-29 Added fable.bayesRecon

2026-05-28 Added bvarnet

2026-05-28 Added icomb

2026-05-20 Added mixtime

2026-05-18 Added dynamite

2026-05-18 Added walker

2026-05-13 Removed acp

2026-05-13 Added ModalForecast

2026-04-27 Added complex

2026-04-22 Added FoRecoML

2026-04-22 Added qarPI

2026-04-22 Removed rjd3tramoseats

2026-04-22 Removed rjd3x13

2026-04-17 Removed EBMAforecast

Packages

433 packages

Package	Downloads 30d	Doc coverage	Since
AER	40,027	100%	≥ 2021-12
africamonitor	282	100%	2023-05
aion	660	100%	2023-06
almanac	425	97%	2023-04
anytime	29,281	100%	2024-03
aplms	257	100%	2026-01
ARCensReg	363	100%	≥ 2021-12
ArDec	280	–	≥ 2021-12
ARDL	2,514	100%	2023-01
ardl.nardl	341	100%	2022-11
arfima	547	100%	≥ 2021-12
arima2	435	100%	2023-10
ASSA	246	100%	≥ 2021-12
astsa	4,868	–	≥ 2021-12
autostsm	538	100%	≥ 2021-12
BayesChange	312	100%	2025-03
bayesdfa	765	100%	2022-10
bayesforecast	584	100%	≥ 2021-12
bayesianVARs	389	100%	2024-03
bayesRecon	487	100%	2023-06
bayesSSM	294	100%	2025-05
BAYSTAR	319	100%	≥ 2021-12
bbk	426	100%	2024-10
bentcableAR	253	–	≥ 2021-12
betaARMA	365	100%	2026-03
beyondWhittle	493	100%	2022-05
bfast	831	100%	≥ 2021-12
BGVAR	448	100%	≥ 2021-12
bigtime	361	93%	≥ 2021-12
BigVAR	575	100%	≥ 2021-12
binsegRcpp	550	100%	2024-08
biwavelet	971	100%	≥ 2021-12
blocklength	479	100%	≥ 2021-12
BLSloadR	416	100%	2026-01
BNPTSclust	315	–	≥ 2021-12
boiwsa	281	100%	2023-10
boot	83,875	100%	≥ 2021-12
BootPR	259	100%	≥ 2021-12
bootUR	632	100%	≥ 2021-12
boundedur	313	100%	2026-03
bpvars	331	100%	2025-12
breakfast	415	100%	≥ 2021-12
bspec	1,259	100%	≥ 2021-12
bssm	1,753	100%	≥ 2021-12
bsts	4,949	100%	≥ 2021-12
bsvars	832	100%	2022-09
bsvarSIGNs	493	100%	2024-07
bundesbank	517	100%	≥ 2021-12
butterfly	218	100%	2025-07
BVAR	899	100%	≥ 2021-12
bvarnet	339	100%	2026-05
bvars	287	100%	2026-06
bvarsv	722	100%	2024-07
bvartools	489	100%	≥ 2021-12
CADFtest	661	100%	≥ 2021-12
calcal	284	100%	2026-03
carfima	265	100%	≥ 2021-12
CFtime	4,084	100%	2023-09
changepoint	6,310	100%	≥ 2021-12
changepoint.geo	327	0%	≥ 2021-12
changepoint.np	527	100%	≥ 2021-12
changepointGA	424	100%	2025-03
changeS	246	100%	2025-12
chron	42,188	100%	≥ 2021-12
clock	112,120	100%	≥ 2021-12
CNLTtsa	275	–	2023-12
coconots	398	100%	2023-03
COINT	415	100%	2025-10
cointReg	637	100%	≥ 2021-12
collapse	39,152	90%	≥ 2021-12
complex	287	100%	2026-04
corbouli	207	100%	2024-11
costat	291	–	≥ 2021-12
CovEsts	308	100%	2025-09
CptNonPar	300	100%	2023-12
crosslag	389	100%	2024-06
ctbi	247	100%	2022-12
cts	333	100%	2026-03
data.table	793,076	93%	≥ 2021-12
dataseries	332	100%	≥ 2021-12
datetimeoffset	375	100%	2023-06
DChaos	331	100%	≥ 2021-12
dCovTS	419	91%	≥ 2021-12
depmixS4	832	100%	≥ 2021-12
deseats	451	100%	2023-12
dfms	705	100%	2022-10
diffusion	266	100%	≥ 2021-12
DIMORA	272	–	2022-09
disagmethod	181	–	2026-01
dLagM	480	100%	≥ 2021-12
dlm	6,293	97%	≥ 2021-12
dlmtree	310	100%	2024-06
dlnm	2,619	100%	≥ 2021-12
dsa	353	100%	≥ 2021-12
DTSg	424	100%	≥ 2021-12
dtts	430	–	2022-04
dtw	7,885	100%	≥ 2021-12
dtwclust	2,974	100%	≥ 2021-12
dygraphs	336,077	98%	≥ 2021-12
dyn	415	–	≥ 2021-12
dynamite	503	100%	2026-05
dynlm	9,587	100%	≥ 2021-12
ecb	659	100%	2023-05
Ecdat	7,496	–	≥ 2021-12
echos	432	100%	2025-03
ecm	431	100%	≥ 2021-12
ecp	2,373	89%	≥ 2021-12
EMD	650	–	≥ 2021-12
ensembleBMA	433	100%	≥ 2021-12
era	476	100%	2022-09
esemifar	499	100%	≥ 2021-12
EXPAR	367	–	2024-06
EXPARMA	222	–	2023-07
expsmooth	3,665	–	≥ 2021-12
fablecore	6,314	95%	≥ 2021-12
fable.bayesRecon	363	100%	2026-05
fable.intermittent	562	100%	2026-06
fable.prophet	741	100%	≥ 2021-12
fableCount	284	100%	2024-05
fabletools	8,924	99%	≥ 2021-12
factorstochvol	602	100%	≥ 2021-12
fanplot	1,366	–	≥ 2021-12
fastcpd	627	100%	2023-12
fastTS	266	100%	2024-03
FAVAR	276	100%	2022-04
FCVAR	291	100%	2023-09
fdaACF	259	100%	≥ 2021-12
feasts	6,199	98%	≥ 2021-12
fGarch	7,623	98%	≥ 2021-12
finnts	598	100%	2023-01
FinTS	4,241	100%	≥ 2021-12
FKF	529	100%	≥ 2021-12
FKF.SP	0	100%	≥ 2021-12
flap	217	100%	2024-03
fma	3,808	–	≥ 2021-12
fnets	260	100%	2023-02
fNonlinear	444	–	≥ 2021-12
FoCo2	391	100%	2025-07
ForeCA	359	100%	≥ 2021-12
forecastcore	320,030	99%	≥ 2021-12
forecastHybrid	1,234	100%	≥ 2021-12
forecastLSW	352	100%	2023-04
FoReco	667	100%	≥ 2021-12
FoRecoML	396	100%	2026-04
ForeComp	245	100%	2023-09
forecTheta	4,199	100%	≥ 2021-12
fpop	255	100%	2024-08
fpp2	4,699	100%	≥ 2021-12
fpp3	3,248	100%	≥ 2021-12
fracdiff	298,932	100%	≥ 2021-12
fredr	2,672	100%	≥ 2021-12
freqdom	315	92%	≥ 2021-12
funtimes	397	100%	2022-02
garma	367	100%	≥ 2021-12
gasmodel	310	100%	2022-09
gctsc	472	100%	2026-01
gdpc	323	100%	≥ 2021-12
ggdemetra	331	100%	≥ 2021-12
gglinedensity	393	100%	2025-05
ggtime	5,993	100%	2026-03
glarma	569	100%	≥ 2021-12
GlarmaVarSel	256	–	≥ 2021-12
GMDH	309	100%	≥ 2021-12
gmvarkit	269	100%	≥ 2021-12
GNAR	303	100%	≥ 2021-12
grangersearch	314	100%	2026-01
graphicalVAR	1,417	100%	≥ 2021-12
gratis	326	100%	≥ 2021-12
gravitas	323	90%	≥ 2021-12
greybox	2,206	100%	≥ 2021-12
gsarima	270	100%	≥ 2021-12
gseries	229	100%	2025-07
gsignal	5,346	100%	≥ 2021-12
hdftsa	235	100%	2025-02
HDTSA	698	100%	≥ 2021-12
hht	445	–	≥ 2021-12
hpfilter	352	100%	2023-02
hts	1,588	100%	≥ 2021-12
htsDegenerateR	203	100%	2024-12
hwwntest	250	–	≥ 2021-12
icomb	341	100%	2026-05
ifo	350	100%	2024-07
imputeTestbench	4,754	100%	≥ 2021-12
imputeTS	16,693	97%	≥ 2021-12
IncDTW	671	100%	≥ 2021-12
influxdbr	257	100%	≥ 2021-12
InspectChangepoint	273	100%	≥ 2021-12
itsmr	531	100%	≥ 2021-12
jalcal	288	100%	2022-09
jointseg	381	100%	2024-08
jumps	261	100%	2025-03
kalmanfilter	332	100%	2022-09
KFAS	5,530	100%	≥ 2021-12
kza	341	100%	≥ 2021-12
legion	525	100%	≥ 2021-12
linevis	185	94%	2025-02
locits	311	100%	≥ 2021-12
lomb	803	–	≥ 2021-12
lpacf	359	100%	2023-04
LSTS	487	100%	≥ 2021-12
LSWPlib	239	100%	2022-04
ltsa	2,184	100%	≥ 2021-12
lubridate	550,179	97%	≥ 2021-12
makicoint	265	100%	2026-01
MAPA	1,057	100%	≥ 2021-12
mAr	390	–	≥ 2021-12
MARSS	965	100%	≥ 2021-12
mbsts	249	100%	≥ 2021-12
Mcomp	1,851	100%	≥ 2021-12
meboot	1,533	100%	≥ 2021-12
MEFM	369	100%	2024-07
mFilter	2,214	100%	≥ 2021-12
mgm	2,819	100%	≥ 2021-12
mixAR	294	99%	≥ 2021-12
mixtime	548	100%	2026-05
mlVAR	763	100%	≥ 2021-12
ModalForecast	314	100%	2026-05
modeltime	1,327	99%	≥ 2021-12
modeltime.resample	532	95%	2023-04
mondate	5,889	–	≥ 2021-12
mosum	361	100%	2024-03
MSwM	3,874	–	≥ 2021-12
mtarm	249	100%	2024-05
MTS	1,254	0%	2022-05
mtsdi	460	100%	≥ 2021-12
multDM	428	100%	2022-07
MultiGlarmaVarSel	243	–	2022-09
MultipleBubbles	402	100%	≥ 2021-12
multitaper	5,230	100%	≥ 2021-12
muse	303	100%	2026-07
mvgam	2,175	99%	2024-05
mvLSW	278	89%	≥ 2021-12
mvLSWimpute	218	100%	2023-12
nanotime	10,411	100%	2022-04
nardl	615	100%	≥ 2021-12
narfima	177	100%	2025-10
NetVAR	191	100%	2025-10
neverhpfilter	305	100%	2025-09
nixtlar	571	100%	2024-07
NlinTS	346	–	≥ 2021-12
nlts	273	100%	≥ 2021-12
nnfor	752	100%	≥ 2021-12
nonlinearTseries	1,067	100%	≥ 2021-12
nsarfima	202	100%	≥ 2021-12
NTS	278	100%	2023-09
NVAR	203	67%	2024-03
onlineforecast	288	98%	2022-06
otsfeatures	239	100%	2023-03
paleoTS	393	100%	≥ 2021-12
partsm	258	100%	≥ 2021-12
parttime	225	100%	2023-06
pastecs	4,743	–	≥ 2021-12
pcts	308	87%	≥ 2021-12
pdc	458	100%	≥ 2021-12
pdfetch	1,099	92%	≥ 2021-12
peacots	192	100%	2024-05
perARMA	239	100%	2023-12
pomp	1,362	100%	≥ 2021-12
portes	320	100%	2023-06
profoc	416	100%	≥ 2021-12
prophet	7,882	100%	≥ 2021-12
psd	1,400	100%	≥ 2021-12
PSF	278	100%	≥ 2021-12
PTSR	374	100%	2022-02
ptw	1,078	100%	≥ 2021-12
pvars	278	100%	2025-12
qarPI	276	100%	2026-04
qlcal	884	100%	2024-03
quadVAR	226	90%	2025-03
quantspec	283	100%	≥ 2021-12
Rbeast	464	100%	2022-01
Rcatch22	964	100%	≥ 2021-12
rdbnomics	448	100%	≥ 2021-12
readabs	1,228	100%	≥ 2021-12
regspec	201	100%	≥ 2021-12
resde	198	100%	2023-05
reviser	371	100%	2026-03
RGENERATE	336	100%	≥ 2021-12
rhosa	397	100%	≥ 2021-12
rjd3toolkit	861	100%	2026-01
RJDemetra	588	100%	≥ 2021-12
Rlgt	529	100%	≥ 2021-12
Rlibeemd	557	100%	≥ 2021-12
RMAWGEN	690	100%	≥ 2021-12
robfilter	747	100%	≥ 2021-12
RobKF	311	100%	≥ 2021-12
robustarima	1,483	100%	2024-10
robustGarch	199	100%	2025-05
roll	3,719	100%	≥ 2021-12
RSEIS	1,446	–	≥ 2021-12
Rsfar	195	100%	≥ 2021-12
Rssa	561	100%	≥ 2021-12
RTFA	231	100%	2023-04
RTransferEntropy	699	100%	≥ 2021-12
rts	387	–	≥ 2021-12
rucrdtw	1,746	100%	≥ 2021-12
rugarch	61,134	100%	≥ 2021-12
runner	1,557	100%	≥ 2021-12
runstats	41	100%	≥ 2021-12
rupturesRcpp	224	100%	2025-12
samadb	202	100%	2023-05
sazedR	232	100%	≥ 2021-12
scoringRules	10,896	100%	≥ 2021-12
scoringutils	987	100%	≥ 2021-12
sde	2,589	100%	≥ 2021-12
sdrt	190	100%	2024-04
seas	495	–	≥ 2021-12
season	328	100%	≥ 2021-12
seasonal	6,940	100%	≥ 2021-12
seasonalview	1,564	100%	≥ 2021-12
seer	278	100%	≥ 2021-12
setartree	218	100%	2023-02
signal	13,517	98%	2024-10
Sim.DiffProc	615	100%	≥ 2021-12
sleekts	152	100%	≥ 2021-12
slider	51,495	100%	≥ 2021-12
smooth	2,546	100%	≥ 2021-12
smoots	560	100%	≥ 2021-12
sparseDFM	265	100%	2023-03
spectral	319	100%	≥ 2021-12
spINAR	204	100%	2023-04
spTimer	592	100%	≥ 2021-12
sstvars	389	100%	2024-06
statespacer	337	100%	≥ 2021-12
STFTS	235	100%	≥ 2021-12
stlplus	1,152	100%	≥ 2021-12
stochvol	1,982	100%	≥ 2021-12
stR	598	100%	≥ 2021-12
strucchange	37,256	96%	≥ 2021-12
strucchangeRcpp	577	100%	≥ 2021-12
StructuralDecompose	199	100%	2023-02
sTSD	144	100%	2024-12
sufficientForecasting	217	100%	2023-02
sugrrants	406	90%	≥ 2021-12
surveillance	1,403	52%	≥ 2021-12
svars	848	100%	≥ 2021-12
sweep	1,050	83%	2023-07
sym.arma	175	–	≥ 2021-12
synthesis	498	100%	≥ 2021-12
tbrf	267	100%	≥ 2021-12
Tcomp	238	100%	≥ 2021-12
tempdisagg	1,895	100%	≥ 2021-12
TensorPreAve	233	100%	2022-11
tensorTS	534	100%	≥ 2021-12
testcorr	424	100%	≥ 2021-12
tfarima	299	100%	≥ 2021-12
tframe	306	100%	≥ 2021-12
theft	419	100%	2022-05
theftdlc	249	100%	2024-10
thief	1,219	100%	≥ 2021-12
Tides	185	100%	≥ 2021-12
tidychangepoint	266	100%	2024-09
timechange	494,919	100%	≥ 2021-12
timeDate	307,732	100%	≥ 2021-12
timeSeries	22,747	100%	≥ 2021-12
timetk	12,518	97%	≥ 2021-12
timsac	589	100%	≥ 2021-12
tind	242	85%	2026-03
tis	7,642	100%	≥ 2021-12
tpr	246	100%	≥ 2021-12
trend	4,853	100%	≥ 2021-12
TrendLSW	204	100%	2025-08
trendseries	388	100%	2025-12
TSA	9,499	100%	≥ 2021-12
TSANN	238	100%	2022-01
tsbox	1,498	94%	≥ 2021-12
tsBSS	316	93%	≥ 2021-12
tscount	1,851	100%	≥ 2021-12
tsdataleaks	226	100%	2024-03
tsdb	243	100%	≥ 2021-12
tsdecomp	188	100%	≥ 2021-12
tsdisagg2	241	100%	≥ 2021-12
TSdisaggregation	215	100%	2022-06
tsDyn	2,655	100%	≥ 2021-12
TSEntropies	228	100%	≥ 2021-12
tseriescore	91,739	100%	≥ 2021-12
tseriesChaos	1,974	100%	≥ 2021-12
tseriesEntropy	271	100%	≥ 2021-12
tseriesTARMA	305	100%	2023-02
tsfeatures	10,836	100%	≥ 2021-12
tsfknn	371	100%	≥ 2021-12
tsgarch	472	100%	2024-05
tsgc	252	100%	2024-09
tsibblecore	13,231	99%	≥ 2021-12
tsibbledata	2,650	100%	≥ 2021-12
tsibbletalk	254	80%	≥ 2021-12
tsintermittent	470	100%	2022-07
tsissm	359	100%	2025-05
TSLSTM	272	100%	2022-02
TSLSTMplus	204	100%	2023-12
tsmarch	441	100%	2024-11
tsModel	3,721	100%	≥ 2021-12
tsnet	354	100%	2024-03
tsoutliers	1,138	100%	≥ 2021-12
tsPI	238	100%	≥ 2021-12
TSrepr	432	100%	≥ 2021-12
tsrobprep	254	100%	≥ 2021-12
tssim	248	100%	≥ 2021-12
TSstudio	914	100%	≥ 2021-12
tstests	487	100%	2024-06
TSTutorial	255	100%	≥ 2021-12
tsutils	922	100%	≥ 2021-12
tswge	536	–	≥ 2021-12
twdtw	280	100%	2023-07
UComp	326	100%	2023-05
ugatsdb	233	100%	≥ 2021-12
uGMAR	242	100%	≥ 2021-12
urca	287,800	95%	≥ 2021-12
uroot	4,729	100%	≥ 2021-12
VAR.etp	237	100%	≥ 2021-12
VARcpDetectOnline	333	100%	2025-02
vars	21,076	36%	≥ 2021-12
VARshrink	428	100%	≥ 2021-12
VedicDateTime	242	–	2022-09
walker	399	100%	2026-05
WaveletComp	1,019	–	≥ 2021-12
wavelets	3,249	–	≥ 2021-12
waveslim	4,920	–	≥ 2021-12
wavethresh	4,749	0%	≥ 2021-12
wavScalogram	262	100%	≥ 2021-12
WeightedPortTest	176	–	2023-06
wex	358	100%	2025-05
wktmo	547	100%	≥ 2021-12
x12	542	100%	≥ 2021-12
x13binary	6,737	100%	≥ 2021-12
xiacf	338	100%	2026-04
xpect	309	100%	2025-03
xts	370,765	90%	≥ 2021-12
yuima	416	98%	≥ 2021-12
ZIM	482	100%	≥ 2021-12
ZINARp	209	100%	2022-06
zoocore	690,668	100%	≥ 2021-12
ZRA	206	100%	≥ 2021-12

Membership from the CRAN Task Views project. A “≥ YYYY-MM” join date means membership predates the view repo’s first observed commit.

Time Series Analysis

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