README.md

In sufficientForecasting: Sufficient Forecasting using Factor Models

sufficientForecasting

Overview

The goal of sufficientForecasting is to forecast a single time series when there is a large number of predictors and a possible nonlinear effect.

Installation

You can install the development version of sufficientForecasting like so:

# The easiest way to install sufficientForecasting
install.packages("sufficientForecasting")
# OR
devtools::install_github("JingFu1224/sufficientForecasting")

Usage

The following example uses SF.CI to solve a problem: forecast a single time series, and its upper bound and lower bound

library(sufficientForecasting)
## basic example code
SF.CI(y=dataExample$y,X=dataExample$X,newX=dataExample$newX,type="LLM",alpha = 0.05)
#>     yhat ci_lower ci_upper 
#>  -0.3568  -2.4740   1.6076

sufficientForecasting documentation built on March 7, 2023, 6:13 p.m.