Man pages for ZehuaWu/gtm
Functions for Economic Nowcasting with Google Trends Data
| Bagging | Bagging Forecasts for Multivariate Time Series |
| bt.interval | Bootstapping Predictive Intervals |
| clust.factor | Dynamic Factors Extraction based on Time Series Clustering |
| df.clean | Remove Columns in a Data Frame Based on a Threshold |
| df.merge | Recursively Merging Data from a List |
| df.rm | Remove Time Series Components for Variables in a Data Frame |
| df.split | Splitting a Multivariate Time Series Data Frame into... |
| Directional_NW | Weighted and Unweighted Directional Forecast Test with... |
| DirPlot | Visualization of the Directional Forecasts and the Original... |
| ForCombo | Forecast Combination based on Mean or Median |
| ForCompare | Generate Model Comparison Table |
| get.trends | Getting Google Trends |
| load.data | Loading Data from a Directory |
| maeforecast | Economic Forecasting with High-Dimensional Data |
| maeforecast.alasso | Economic Forecasting with High-Dimensional Data (Adaptive... |
| maeforecast.ar | Economic Forecasting with High-Dimensional Data (AR) |
| maeforecast.dfm | Economic Forecasting with High-Dimensional Data (Dynamic... |
| maeforecast.dfm2 | Economic Forecasting with High-Dimensional Data (Dynamic... |
| maeforecast.lasso | Economic Forecasting with High-Dimensional Data (Lasso) |
| maeforecast.postalasso | Economic Forecasting with High-Dimensional Data (Post... |
| maeforecast.postlasso | Economic Forecasting with High-Dimensional Data (Post-Lasso) |
| maeforecast.postnet | Economic Forecasting with High-Dimensional Data (Post... |
| maeforecast.rf | Economic Forecasting with High-Dimentional Data (Random... |
| maeforecast.ridge | Economic Forecasting with High-Dimensional Data (Ridge) |
| maeforecast.rw | Economic Forecasting with High-Dimensional Data (Post-Lasso) |
| maeforecast.simplified | Economic Forecasting with High-Dimensional Data |
| Metrics | MSE and Success Ratio of Forecasts |
| plot.BtInterval | Visualization of Bootstrapped Predictive Intervals |
| plot.Maeforecast | Plot Results from Maeforecast Functions |
| plot.MSE | Plot the Ratio or Difference between Recursive MSEs of two... |
| RecursiveMSE | Recursive MSE |
| summary.Maeforecast | Summarize Results from Maeforecast Functions |
| t.rank | Rank the Test Statistics of Covariates |
