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 |