Computing

R: For R users, all the data and many functions for implementing methods in the book are available as part of the forecast package
RATS: For RATS users, data and code are available for the examples in the book. These are also included on the CD with the current release of the RATS software.
EXCEL: We have an Excel add-in called PhiCast which implements exponential smoothing, ARIMA modelling and seasonal decomposition. [Note: it does not work in Excel 2007.]
Excel examples from Muthu Ashok:

Users of other packages are encouraged to share any code which implements methods in the book, or replicates examples in the book. Just email them to me and I'll add them to this page.

Note: you can download all data from this website.

Last updated by Rob Hyndman, 13 December 2008.