Reference

Forecasting Workflow

Functions used to create and compare forecasts

forecast_univariate()

Forecast with univariate models

forecast_multivariate()

Forecast with multivariate models

forecast_combine()

Forecast with forecast combinations

forecast_accuracy()

Calculate forecast accuracy

forecast_comparison()

Compare forecast accuracy

forecast_chart()

Chart forecasts

forecast_error_chart()

Chart forecast errors

Model Accessibility

Functions to instantiate lists that users may edit to control model estimation routines

instantiate.data_impute.control_panel()

Create interface to control data_impute model estimation

instantiate.forecast_univariate.control_panel()

Create interface to control forecast_univariate 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_combinations.control_panel()

Create interface to control forecast_combine model estimation

Data Cleaning

Functions used for data cleaning in forecast_univariate and forecast_multivariate

data_outliers()

Clean outliers

data_impute()

Impute missing values

data_reduction()

Dimension reduction via principal components

Helper Functions

Helpful functions used for miscellaneous tasks internally

loss_function()

Calculate error via loss functions

NBest()

Select N-best forecasts

n.lag()

Create n lags

standardize()

Standardize variables (mean 0, variance 1)

winsorize()

Winsorize or trim variables