README.md

In robertwwalker/AutoForecaster: Auto Magic Forecaster Optimizes by aicc (Auto Forecaster)

AutoForecaster

AutoForecaster is an R package to automate the production of a collection of time series models applied to tsibble data structures defined by index and key. It also provides some basic functions for working with tsibble data structures as cross-sectional time series or panel data.

The pkgdown site and the main github development page.

Installation

# Install development version from GitHub
devtools::install_github("robertwwalker/AutoForecaster")

Usage

library(AutoForecaster)

The package contains four (current) forecasting functions.

DayWModelPicker(data, Outcome, index, H.Horizon=14)
MonthModelPicker(data, Outcome, index, H.Horizon=12)
DaysModelPicker(data, Outcome, index, H.Horizon=14)
QuarterModelPicker(data, Outcome, index, H.Horizon=12)

supported by

DayWModelFitter(data, Outcome)
MonthModelFitter(data, Outcome)
DaysModelFitter(data, Outcome)
QuarterModelFitter(data, Outcome)

that fits the models.

WithinData

Creates within data for all numeric and integer variables in a tsibble.

BetweenData

Creates between data for all numeric and integer variables in a tsibble.

xtsum

A function that creates a cross-sectional time series summary of numeric and integer data in a tsibble.

TradingDayCreator

A function to take a tsibble of tidyquant equities data, possibly starting at different times, and computing a trading_day index for a revised tsibble.

robertwwalker/AutoForecaster documentation built on Dec. 22, 2021, 5:13 p.m.