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).

Getting started

Package details

AuthorEran Raviv
MaintainerEran Raviv <>
Package repositoryView on CRAN
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ForecastCombinations documentation built on May 1, 2019, 10:26 p.m.