[R] arima forecast function

[warthog29]

hi:

I am trying to fit prediction intervals for an arima object. My search led
me to the link:

http://finzi.psych.upenn.edu/R/library/forecast/html/forecast.Arima.html

which has the function "forecast", as I wanted. However, when I try to run
it in R, I get the message:

Error in plot(forecast(fit)) : could not find function "forecast"

Even the example provided on the page (having corrected the function "Arima"
to "arima") does not seem to work.
What's going on? Does the function "forecast" to an older version of R? Can
somebody please explain? 
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