We aimed to evaluate the accuracy of deterministic and stochastic statistical models by means of a protocol developed in a free programming environment for monthly time-series analysis of the incidence of confirmed dengue cases in the states and federal district of Brazil from January 2000 to December 2017. This was an ecological time-series study conducted to evaluate and validate the accuracy of 10 statistical models for predicting the new cases of dengue. Official data on the monthly cases of dengue from January 2000 to December 2016 were used to train the statistical models, while those for the period January–December 2017 were used to test the predictive capacity of the models by considering three forecasting horizons (12, 6, and 3 months). Deterministic models proved to be reliable for predicting dengue in a 12-month forecasting horizon, while stochastic models were reliable for predicting the disease in a 3-month forecasting horizon. We were able to reliably employ models for predicting dengue in the states and federal district of Brazil. Hence, we strongly recommend incorporating these models in state health services for predicting dengue and for decision-making with regard to the advanced planning of interventions before the emergence of epidemics.