tylerJPike/OOS: Out-of-Sample Time Series Forecasting

A comprehensive and cohesive API for the out-of-sample forecasting workflow: data preparation, forecasting - including both traditional econometric time series models and modern machine learning techniques - forecast combination, model and error analysis, and forecast visualization.

Getting started

Package details

Maintainer
LicenseGPL-3
Version1.0.0
URL https://github.com/tylerJPike/OOS https://tylerjpike.github.io/OOS/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("tylerJPike/OOS")
tylerJPike/OOS documentation built on March 20, 2021, 3:20 a.m.