Train - Test - Forecast - Explain
Latest version: 5.0 (October 2026)
4Cast Lab is a free research and teaching laboratory for machine learning, econometrics and causal analysis, designed for students, instructors and researchers.
- Forecasting (ML): train, tune and compare models honestly, out of sample; see what drives them; test causality (ML Granger causality, Double ML with refutation checks).
- Estimation (Econometrics): OLS, logit/probit, IV, ARIMA, ARDL, ECM, VAR/VECM and GARCH, with the standard tests.
- AutoML: a forecasting model in four steps, with an honest verdict in plain words.
- Python Workbench: Python inside the app, with a script of every run that checks each number.
No coding or previous knowledge required. Everything runs on your own computer.
(c) Professor Periklis Gogas, EMEF Lab, Department of Economics, Democritus University of Thrace
Installation & Getting Started
- Download 4Cast.Lab.exe from the latest release: https://github.com/PerryGogas/4Cast-Lab/releases
- Place the executable in a folder and double-click it (no installation needed).
- No Windows? Use it in the browser: https://perrygogas.github.io/4Cast-Lab/
- Quick-start videos: https://www.youtube.com/playlist?list=PLfIotCXrK6uc
- Train - Test - Forecast!
For any comments, suggestions, corrections: https://forms.gle/YjA7dgeqonm9qvcS7 or perrygogas+4castlab@gmail.com
If you use 4Cast Lab in teaching, research, or a publication, please cite it as:
Gogas, P. (2026). 4Cast Lab (Version 5.0) [Computer software]. Zenodo. https://doi.org/10.5281/zenodo.22883216
This DOI covers all versions and always points to the latest one. Each release also has its own DOI on Zenodo.
BibTeX:
@software{Gogas_4Cast_Lab_2026,
author = {Gogas, Periklis},
title = {{4Cast Lab}},
year = {2026},
publisher = {Zenodo},
version = {5.0},
doi = {10.5281/zenodo.22883216},
url = {https://doi.org/10.5281/zenodo.22883216}
}