Time Series Lab product range

A free and advanced time series forecasting package
Home Edition
  • Free, even for commercial use*
  • Easy to use interface
  • Many different time series models ranging from basic to expert level
  • Analyse the effect of Explanatory variables on your forecasts
  • Highly efficient code engine
  • Compare models on forecasting performance
  • Forecast time series with complex seasonal patterns
  • Machine learning algorithms for outlier and break detection
  • User manual including Case studies to quickly learn how to use Time Series Lab for modelling and forecasting
  • And much more...
Enterprise Edition
Professional use of Time Series Lab for companies.
With the Enterprise Edition you have everyting you need to analyse large numbers of univariate time series. The Enterprise Edition includes everything from the Home Edition

  • No limit on number of sequentially analyzed univariate time series**
  • Forecast large numbers of univariate time series
  • Detect common patterns across time series
  • Quickly see which time series require extra modelling attention
  • Batch processing module
    • Program TSL rather than go through all modelling steps and menus manually
    • Schedule TSL, for example to run the Batch program every morning at 07:00 or to run the Batch program repeatedly every 60 seconds.
    • Quickly store forecasts of all time series
  • Consultancy services
Home Edition
  • Free, even for commercial use*
  • Easy to use interface
  • Many different time series models ranging from basic to expert level
  • Analyse the effect of Explanatory variables on your forecasts
  • Highly efficient code engine
  • Compare models on forecasting performance
  • Forecast time series with complex seasonal patterns
  • Machine learning algorithms for outlier and break detection
  • User manual including Case studies to quickly learn how to use Time Series Lab for modelling and forecasting
  • And much more...
Enterprise Edition
Professional use of Time Series Lab for companies.
With the Enterprise Edition you have everyting you need to analyse large numbers of univariate time series. The Enterprise Edition includes everything from the Home Edition

  • No limit on number of sequentially analyzed univariate time series**
  • Forecast large numbers of univariate time series
  • Detect common patterns across time series
  • Quickly see which time series require extra modelling attention
  • Batch processing module
    • Program TSL rather than go through all modelling steps and menus manually
    • Schedule TSL, for example to run the Batch program every morning at 07:00 or to run the Batch program repeatedly every 60 seconds.
    • Quickly store forecasts of all time series
  • Consultancy services

* Time Series Lab should be cited whenever it is used in the following way: Lit, R., S.J. Koopman, and A.C. Harvey (2022), Time Series Lab: https://timeserieslab.com
** Time and hardware can be a limiting factor

Our team

Developers with a close connection to academia
R. Lit, PhD

Rutger Lit is a research fellow at the Vrije Universiteit Amsterdam and has a PhD in econometrics, specialising in time series analysis. In 2017 he founded Nlitn, a company offering consultancy services. In 2019 he founded Time Series Lab, an advanced time series forecasting package.

Short Bio
Professor S.J. Koopman

Siem Jan Koopman is Professor of Econometrics at the Department of Econometrics and Data Science, Vrije Universiteit Amsterdam. He is also a research fellow at Tinbergen Institute and a long-term Visiting Professor at CREATES, University of Aarhus.

He held positions at London School of Economics and CentER (Tilburg University), and had long-term visits at US Bureau of the Census, European University Institute, and European Central Bank, Financial Research.

Academic website
Professor A.C. Harvey

Andrew Harvey is Emeritus Professor of Econometrics in the Faculty of Economics and Politics, University of Cambridge. He was Professor of Econometrics at the London School of Economics before coming to Cambridge in 1996. His most recent book is a monograph entitled Dynamic Models for Volatility and Heavy Tails. Andrew Harvey is also a Fellow of the Econometric Society and a Fellow of the British Academy.

Academic website
P. Gorgi, PhD

Paolo Gorgi is Associate Professor at the department of Econometrics and Data Science, Vrije Universiteit Amsterdam. He obtained a double PhD in statistics and econometrics from the University of Padova and Vrije Universiteit Amsterdam. His main research interests concern: time series analysis, statistical inference for dynamic models and forecasting economic variables. He has published articles in several academic journals, including Journal of the Royal Statistical Society: Series B and Journal of Econometrics.

Academic website

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