Linear Model Forecasting
Autoregression forecast
General model forecast conditioned on input forecasts
Linear model forecast conditioned on an input forecast
Convert a list of time format Forecast objects to a h_ahead format For...
Convert a list of h_ahead format Forecast objects to a time format For...
Get the forecast slot of a Forecast object
Set forecast slot of a Forecast object
Set forecast slot of a Forecast object
Get the forecast slot of a Forecast object
Collect a Forecast object to a data frame
S4 class for storing forecasts
Create an object of the Forecast class
Get the future slot of a Forecast object
Set future slot of a Forecast object
Set the future slot of a Forecast object
Get the future slot of a Forecast object
Get the h_ahead slot of a h_ahead object
Set h_ahead slot of a Forecast object
Set h_ahead slot of a Forecast object
Get the h_ahead slot of a h_ahead object
Historical average forecast
In-sample general model forecast
In-sample linear model forecast
Calculate MAE of a Forecast object
Calculate MAE of a Forecast object
Calculate MAPE of a Forecast object
Calculate MAPE of a Forecast object
Calculate MSE of a Forecast object
Calculate MSE of a Forecast object
Out-of-sample lagged linear model forecast conditioned on realized val...
Out-of-sample general model forecast conditioned on realized values
Out-of-sample linear model forecast conditioned on realized values
Out-of-sample general model forecast conditioned on vintage forecasts
Out-of-sample linear model forecast conditioned on vintage forecasts
Get the origin slot of a Forecast object
Set origin slot of a Forecast object
Set the origin slot of a Forecast object
Get the origin slot of a Forecast object
MSE or RMSE weighted forecast
Calculate R2 of a Forecast object
Calculate R2 of a Forecast object
Random walk forecast
Get the realized slot of a realized object
Set realized slot of a Forecast object
Set realized slot of a Forecast object
Get the realized slot of a realized object
Calculate RMSE of a Forecast object
Calculate RMSE of a Forecast object
Print Forecast object to console.
States weighted forecast
Display internal structure structure of Forecast object to the console...
Subset Forecast object.
Subset a list of Forecast objects by origin or future values.
Subset a list of Forecast objects by index.
Subset a list of Forecast objects to identical origin or future values...
Convert a list of time format Forecast objects to a list of h_ahead fo...
Convert a list of h_ahead format Forecast objects to a list of time fo...
Introduces in-sample, out-of-sample, pseudo out-of-sample, and benchmark model forecast tests and a new class for working with forecast data, Forecast.