Parametric Modal ARIMA and Seasonal ARIMA Models using the SKD Family R package ModalForecast version 0.2.0 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Implements parametric modal Autoregressive Integrated Moving Average (ARIMA) and seasonal ARIMA (SARIMA) models utilizing the Skewed Distribution (SKD) family, in which the conditional mode, rather than the conditional mean, follows the (seasonal) ARIMA recursion. Current distributions supported are the Skew-Normal, Skewed Student-t, and Skewed Laplace. The parameters are estimated by maximum likelihood using analytical gradients. Includes residual diagnostics, simulation envelopes, automatic order selection, joint and marginal modal forecasts, exact and parametric bootstrap prediction intervals, and classical asymptotic inference via the Fisher Information matrix. Methods are described in Galarza, C.E., Lachos, V.H., Cabral, C.R.B., & Castro, L.M. (2017) <doi:10.1002/sta4.140>. Software Depends: R (>= 3.5.0) Imports: stats, utils, graphics, forecast, ggplot2, gridExtra, scales, grid Suggests: rmarkdown, testthat (>= 3.0.0), knitr Christian Galarza <chedgala@espol.edu.ec> Comprehensive R Archive Network (CRAN) Christian Galarza [aut, cre], Sergio Luis Mercado Londoño [ctb], Víctor Hugo Lachos [ctb] (ORCID: <https://orcid.org/0000-0002-7239-2459>) GPL-3 2026-09-25 application/tgz https://CRAN.R-project.org/package=ModalForecast doi:10.32614/CRAN.package.ModalForecast