Man pages for OOS
Out-of-Sample Time Series Forecasting

chart_forecastChart forecasts
chart_forecast_errorChart forecast errors
data_imputeImpute missing values
data_outliersClean outliers
data_reductionDimension reduction via principal components
data_subsetCreate information set
forecast_accuracyCalculate forecast accuracy
forecast_combineForecast with forecast combinations
forecast_comparisonCompare forecast accuracy
forecast_dateSet forecasted date
forecast_multivariateForecast with multivariate models
forecast_univariateForecast with univariate models
instantiate.data_impute.control_panelCreate interface to control 'data_impute' model estimation
instantiate.forecast_combinations.control_panelCreate interface to control 'forecast_combine' model...
instantiate.forecast_multivariate.ml.control_panelCreate interface to control 'forecast_multivariate' ML...
instantiate.forecast_multivariate.var.control_panelCreate interface to control 'forecast_multivariate' VAR...
instantiate.forecast_univariate.control_panelCreate interface to control 'forecast_univariate' model...
loss_functionCalculate error via loss functions
NBestSelect N-best forecasts
n.lagCreate n lags
pipePipe operator
standardizeStandardize variables (mean 0, variance 1)
winsorizeWinsorize or trim variables
OOS documentation built on March 17, 2021, 5:08 p.m.