There is a new CRAN Task View for Time Series Analysis covering 68 packages on CRAN that provide time series functionality and data. Check it out at http://cran.r-project.org/web/views/TimeSeries.html Base R ships with a lot of functionality useful for time series, in particular in the stats package. This is complemented by many packages on CRAN, which are briefly summarized in this task view. To automatically install all time series packages, use the following commands. install.packages("ctv") library("ctv") install.views("TimeSeries") If you only want the core time series packages (i.e., forecast, tseries and zoo), replace the last line with install.views("TimeSeries",core=TRUE) Best wishes, Rob _____________________________ Rob J Hyndman Professor of Statistics, Monash University Editor-in-Chief, International Journal of Forecasting http://www.robjhyndman.com/