Forecast Combination Methods
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Documentation for package ‘ForecastComb’ version 1.3.1
Help Pages
| auto_combine | Automated Forecast Combination |
| comb_BG | Bates/Granger (1969) Forecast Combination Approach |
| comb_CLS | Constrained Least Squares Forecast Combination |
| comb_CSR | All Possible Combinations Forecast Averaging |
| comb_EIG1 | Standard Eigenvector Forecast Combination |
| comb_EIG2 | Bias-Corrected Eigenvector Forecast Combination |
| comb_EIG3 | Trimmed Eigenvector Forecast Combination |
| comb_EIG4 | Trimmed Bias-Corrected Eigenvector Forecast Combination |
| comb_InvW | Inverse Rank Forecast Combination |
| comb_LAD | Least Absolute Deviation Forecast Combination |
| comb_MED | Median Forecast Combination |
| comb_NG | Newbold/Granger (1974) Forecast Combination |
| comb_OLS | Ordinary Least Squares Forecast Combination |
| comb_SA | Simple Average Forecast Combination |
| comb_TA | Trimmed Mean Forecast Combination |
| comb_WA | Winsorized Mean Forecast Combination |
| cs_dispersion | Compute Cross-Sectional Dispersion |
| electricity | UK Electricity Supply 2007 - 2017 |
| foreccomb | Format Raw Data for Forecast Combination |
| foreccomb_res | Result Rbject for the Forecast Combination Methods |
| plot.foreccomb_res | Plot results from forecast combination model |
| predict.foreccomb_res | Prediction function for Forecast Combinations |
| print.foreccomb_res_summary | Summary of Forecast Combination |
| rolling_combine | Dynamic Forecast Combination |
| summary.foreccomb_res | Summary of Forecast Combination |