Linear Model Forecasting


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Documentation for package ‘lmForc’ version 0.1.0

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autoreg_forc Autoregression forecast
conditional_forc Linear model forecast conditioned on an input forecast
forc Get the forecast slot of a Forecast object
forc-method Get the forecast slot of a Forecast object
forc2df Collect a Forecast object to a data frame
forc<- Set forecast slot of a Forecast object
forc<--method Set forecast slot of a Forecast object
Forecast Create an object of the Forecast class
Forecast-class S4 class for storing forecasts
future Get the future slot of a Forecast object
future-method Get the future slot of a Forecast object
future<- Set the future slot of a Forecast object
future<--method Set future slot of a Forecast object
historical_average_forc Historical average forecast
h_ahead Get the h_ahead slot of a h_ahead object
h_ahead-method Get the h_ahead slot of a h_ahead object
h_ahead<- Set h_ahead slot of a Forecast object
h_ahead<--method Set h_ahead slot of a Forecast object
is_forc In-sample linear model forecast
mae Calculate MAE of a Forecast object
mae-method Calculate MAE of a Forecast object
mape Calculate MAPE of a Forecast object
mape-method Calculate MAPE of a Forecast object
mse Calculate MSE of a Forecast object
mse-method Calculate MSE of a Forecast object
oos_lag_forc Out-of-sample lagged linear model forecast conditioned on realized values
oos_realized_forc Out-of-sample linear model forecast conditioned on realized values
oos_vintage_forc Out-of-sample linear model forecast conditioned on vintage forecasts
origin Get the origin slot of a Forecast object
origin-method Get the origin slot of a Forecast object
origin<- Set the origin slot of a Forecast object
origin<--method Set origin slot of a Forecast object
performance_weighted_forc MSE or RMSE weighted forecast
R2 Calculate R2 of a Forecast object
R2-method Calculate R2 of a Forecast object
random_walk_forc Random walk forecast
realized Get the realized slot of a realized object
realized-method Get the realized slot of a realized object
realized<- Set realized slot of a Forecast object
realized<--method Set realized slot of a Forecast object
rmse Calculate RMSE of a Forecast object
rmse-method Calculate RMSE of a Forecast object
show-method Print Forecast object to console.
states_weighted_forc States weighted forecast
str-method Display internal structure structure of Forecast object to the console.
[-method Subset Forecast object.