OOS: Out-of-Sample Time Series Forecasting

A comprehensive and cohesive API for the out-of-sample forecasting workflow: data preparation, forecasting - including both traditional econometric time series models and modern machine learning techniques - forecast combination, model and error analysis, and forecast visualization.

Package details

AuthorTyler J. Pike [aut, cre]
MaintainerTyler J. Pike <tjpike7@gmail.com>
LicenseGPL-3
Version1.0.0
URL https://github.com/tylerJPike/OOS https://tylerjpike.github.io/OOS/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("OOS")

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OOS documentation built on March 17, 2021, 5:08 p.m.