PRISM.forecast: Penalized Regression with Inferred Seasonality Module - Forecasting Unemployment Initial Claims using 'Google Trends' Data

Implements Penalized Regression with Inferred Seasonality Module (PRISM) to generate forecast estimation of weekly unemployment initial claims using 'Google Trends' data. It includes required data and tools for backtesting the performance in 2007-2016.

Getting started

Package details

AuthorDingdong Yi [aut, cre], Samuel Kou [aut]
MaintainerDingdong Yi <[email protected]>
Package repositoryView on CRAN
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PRISM.forecast documentation built on May 2, 2019, 6:53 a.m.