ForecastComb
Forecast Combination Methods
Provides geometric- and regression-based forecast combination methods under a unified user interface for the packages 'ForecastCombinations' and 'GeomComb'. Additionally, updated tools and convenience functions for data pre-processing are available in order to deal with common problems in forecast combination (missingness, collinearity). For method details see Hsiao C, Wan SK (2014). doi:10.1016/j.jeconom.2013.11.003, Hansen BE (2007). doi:10.1111/j.1468-0262.2007.00785.x, Elliott G, Gargano A, Timmermann A (2013). doi:10.1016/j.jeconom.2013.04.017, and Clemen RT (1989). doi:10.1016/0169-2070(89)90012-5.
- Version1.3.1
- R version≥ 3.0.2
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Hsiao C, Wan SK (2014). doi:10.1016/j.jeconom.2013.11.003
- Hansen BE (2007). doi:10.1111/j.1468-0262.2007.00785.x
- Elliott G, Gargano A, Timmermann A (2013). doi:10.1016/j.jeconom.2013.04.017
- Clemen RT (1989). doi:10.1016/0169-2070(89)90012-5
- Last release08/07/2018
Documentation
Team
Christoph E. Weiss
Eran Raviv
Show author detailsRolesAuthorGernot R. Roetzer
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- Imports7 packages
- Suggests1 package