Computation of Adaptive Forecast R package forecastADAPT version 0.1.0 The function forAD() implements the adaptive forecasting procedure of Giraitis, Kapetanios and Price (2013) <doi:10.1016/j.jeconom.2013.04.003>. The method can be iterated (e.g., adapt²) and combined with autoregressive (AR) forecasting. These approaches are computationally simple and adapt automatically to structural changes without requiring prior specification of the underlying data-generating process. They are applicable to both stationary and non-stationary time series. The numerical and graphical outputs assist in selecting an appropriate forecasting method, particularly one that minimises mean squared forecast error (MSFE) and yields uncorrelated forecast errors. Software Imports: stats, graphics, lubridate, grDevices, knitr, testcorr, xts, zoo Suggests: testthat Violetta Dalla <vidalla@econ.uoa.gr> Comprehensive R Archive Network (CRAN) Violetta Dalla [aut, cre], Liudas Giraitis [aut], George Kapetanios [aut] GPL-3 2026-05-08 application/tgz https://CRAN.R-project.org/package=forecastADAPT doi:10.32614/CRAN.package.forecastADAPT