High-Dimensional Aggregate Density Forecasts
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Documentation for package ‘hdflex’ version 0.2.1
Help Pages
| hdflex-package | hdflex: High-Dimensional Density Forecasts |
| benchmark_ar2 | AR(2) benchmark forecasts for quarterly U.S. inflation |
| dsc | Generate dynamic subset forecast combinations |
| hdflex | hdflex: High-Dimensional Density Forecasts |
| inflation_data | Dataset to estimate quarterly U.S. inflation |
| stsc | Signal-Transform-Subset-Combination (STSC) |
| summary_stsc | Statistical summary of the STSC-results |
| tvc | Compute density forecasts based on univariate time-varying coefficient (TV-C) models in state-space form |