TextForecast

Regression Analysis and Forecasting Using Textual Data from a Time-Varying Dictionary

CRAN Package

Provides functionalities based on the paper "Time Varying Dictionary and the Predictive Power of FED Minutes" (Lima, 2018) doi:10.2139/ssrn.3312483. It selects the most predictive terms, that we call time-varying dictionary using supervised machine learning techniques as lasso and elastic net.

  • Version0.1.3
  • R version≥ 3.1.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release04/25/2022

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  • Imports16 packages
  • Suggests3 packages