ForecastCombinations

Forecast Combinations

CRAN Package

Aim: Supports the most frequently used methods to combine forecasts. Among others: Simple average, Ordinary Least Squares, Least Absolute Deviation, Constrained Least Squares, Variance-based, Best Individual model, Complete subset regressions and Information-theoretic (information criteria based).


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  • Depends2 packages
  • Suggests1 package
  • Reverse Imports1 package