Man pages for tylerJPike/OOS
Out-of-Sample Time Series Forecasting
| chart_forecast | Chart forecasts |
| chart_forecast_error | Chart forecast errors |
| data_impute | Impute missing values |
| data_outliers | Clean outliers |
| data_reduction | Dimension reduction via principal components |
| data_subset | Create information set |
| forecast_accuracy | Calculate forecast accuracy |
| forecast_combine | Forecast with forecast combinations |
| forecast_comparison | Compare forecast accuracy |
| forecast_date | Set forecasted date |
| forecast_multivariate | Forecast with multivariate models |
| forecast_univariate | Forecast with univariate models |
| instantiate.data_impute.control_panel | Create interface to control 'data_impute' model estimation |
| instantiate.forecast_combinations.control_panel | Create interface to control 'forecast_combine' model... |
| instantiate.forecast_multivariate.ml.control_panel | Create interface to control 'forecast_multivariate' ML... |
| instantiate.forecast_multivariate.var.control_panel | Create interface to control 'forecast_multivariate' VAR... |
| instantiate.forecast_univariate.control_panel | Create interface to control 'forecast_univariate' model... |
| loss_function | Calculate error via loss functions |
| NBest | Select N-best forecasts |
| n.lag | Create n lags |
| pipe | Pipe operator |
| standardize | Standardize variables (mean 0, variance 1) |
| winsorize | Winsorize or trim variables |
