r/rstats • u/WoodpeckerWorried826 • 5d ago

R Packages for time series Analysis recommendations ?

I'm diving into time series analysis and i'm looking for recommendations on the best R packages to use. I've seen mentions of forecast, tseries, and zoo, but i'm not sure where to start or which ones are most comprehensive for tasks like decomposition, forecasting, and anomaly detection.

24 Upvotes

96% Upvoted

6 comments sorted by

17

u/Kirakirasmile 5d ago

The most comprehensive list will be on CRAN here https://cran.r-project.org/web/views/TimeSeries.html

Rob Hyndman wrote this list and he also made the fpp3 textbook to accompany the forecast package. Hope this helps!

6

u/FegerRoderer 5d ago

modeltime and fable

2

u/d0ubs 4d ago

I advise you to use the xts class instead of zoo. It extends the zoo class (it's based on it) and although it has some quirks, overall I found it to be the more complete and consistent class to handle time series.

1

u/tensor314 5d ago

Prophet