TextForecast: Regression Analysis and Forecasting Using Textual Data from a Time-Varying Dictionary

Provides functionalities based on the paper "Time Varying Dictionary and the Predictive Power of FED Minutes" (Lima, 2018) <doi:10.2139/ssrn.3312483>. It selects the most predictive terms, that we call time-varying dictionary using supervised machine learning techniques as lasso and elastic net.

Package details

AuthorLuiz Renato Lima [aut], Lucas Godeiro [aut, cre]
MaintainerLucas Godeiro <lucas.godeiro@hotmail.com>
URL https://github.com/lucasgodeiro/TextForecast
Package repositoryView on CRAN
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TextForecast documentation built on April 25, 2022, 9:06 a.m.