ForecastCombinations: Forecast Combinations

Aim: Supports the most frequently used methods to combine forecasts. Among others: Simple average, Ordinary Least Squares, Least Absolute Deviation, Constrained Least Squares, Variance-based, Best Individual model, Complete subset regressions and Information-theoretic (information criteria based).

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AuthorEran Raviv
Date of publication2015-11-23 12:20:30
MaintainerEran Raviv <>

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