Small Area Estimation: Time-Series Models R package sae2 version 1.2-2 Time series area-level models for small area estimation. The package supplements the functionality of the sae package. Specifically, it includes EBLUP fitting of the Rao-Yu model in the original form without a spatial component. The package also offers a modified ("dynamic") version of the Rao-Yu model, replacing the assumption of stationarity. Both univariate and multivariate applications are supported. Of particular note is the allowance for covariance of the area-level sample estimates over time, as encountered in rotating panel designs such as the U.S. National Crime Victimization Survey or present in a time-series of 5-year estimates from the American Community Survey. Key references to the methods include J.N.K. Rao and I. Molina (2015, ISBN:9781118735787), J.N.K. Rao and M. Yu (1994) <doi:10.2307/3315407>, and R.E. Fay and R.A. Herriot (1979) <doi:10.1080/01621459.1979.10482505>. Software Depends: R (>= 2.14.0), MASS, survey, stats Suggests: sae Robert Fay <bobfay@hotmail.com> Comprehensive R Archive Network (CRAN) Robert Fay [aut, cre], Mamadou Diallo [aut] GPL-2 2025-08-26 application/tgz https://CRAN.R-project.org/package=sae2 doi:10.32614/CRAN.package.sae2