Out-of-Sample Time Series Forecasting

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Documentation for package ‘OOS’ version 1.0.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

chart_forecast	Chart forecasts
chart_forecast_error	Chart forecast errors
data_impute	Impute missing values
data_outliers	Clean outliers
data_reduction	Dimension reduction via principal components
data_subset	Create information set
forecast_accuracy	Calculate forecast accuracy
forecast_combine	Forecast with forecast combinations
forecast_comparison	Compare forecast accuracy
forecast_date	Set forecasted date
forecast_multivariate	Forecast with multivariate models
forecast_univariate	Forecast with univariate models
instantiate.data_impute.control_panel	Create interface to control 'data_impute' model estimation
instantiate.forecast_combinations.control_panel	Create interface to control 'forecast_combine' model estimation
instantiate.forecast_multivariate.ml.control_panel	Create interface to control 'forecast_multivariate' ML estimation
instantiate.forecast_multivariate.var.control_panel	Create interface to control 'forecast_multivariate' VAR estimation
instantiate.forecast_univariate.control_panel	Create interface to control 'forecast_univariate' model estimation
loss_function	Calculate error via loss functions
n.lag	Create n lags
NBest	Select N-best forecasts
standardize	Standardize variables (mean 0, variance 1)
winsorize	Winsorize or trim variables