Forecasting using R

Rob J. Hyndman is Professor of Statistics in the Department of Econometrics and Business Statistics at Monash University.

He, together with George Athanasopoulos, has published the freely available book “Forecasting: Principles and Practice”, that can be found here or bought in its paper version at Amazon (,, or in its electronic version at Google.

The book is very well structured, giving examples wherever they are needed. I am currently reading it (the paper version), and I am at Chapter 5 (Multiple Regression) out of 9, a little bit to early to publish a book review and a bit too early also to say if it all flows and if the quality is coherent all through the book. However, the premises are really excellent. The R packages used throughout the book are forecast and fpp (this is the package containing all the examples and exercises mentioned in the book).

If you like to learn forecasting and go beyond the book, I suggest the datacamp course that Prof. Hyndman has on It is part of a series of 6 courses called Time Series with R, which looks very interesting. The first chapter of Prof. Hyndman course (and of all the other courses in the series) can be watched free of charge. Prof. Hyndman course is called Forecasting Using R.