ITSMR is an R package for analyzing and forecasting univariate time series data. The intended audience is students using the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis. The textbook includes a student version of the Windows-based program ITSM 2000. The initials ITSM stand for Interactive Time Series Modeling. ITSMR provides a subset of the functionality found in ITSM 2000.

ITSMR Reference Manual

ITSMR on CRAN