Parametric Modal ARIMA Models using the SKD Family R package ModalForecast version 0.1.0 Implements parametric modal Autoregressive Integrated Moving Average (ARIMA) models utilizing the Skewed Distribution (SKD) family. Current distributions supported are the Skew-Normal, Skewed Student-t, and Skewed Laplace. The conditional mode is parameterized and optimized via maximum likelihood using analytical gradients. Includes comprehensive residual diagnostics, robustness options (heavy tails, asymmetry), robust 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, 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] GPL-3 2026-05-12 application/tgz https://CRAN.R-project.org/package=ModalForecast doi:10.32614/CRAN.package.ModalForecast