rgdp: Real GDP growth with forecasts.

In weiqian1/AIafter: Forecast Combination Using the AI-AFTER Algorithm

Description

Real GDP growth data for Canada and its two-year ahead forecasts.

Usage

data(rgdp)

Details

This data set contains 91 real GDP growth time points and 42 candidate forecasts, as described in Qian et al. (2021).

Value

The first column is the observed time series, and the remaining 42 columns are the candidate forecasts.

References

Stock, J. H. and Watson, M. W. (2003), “Forecasting Output and Inflation: The Role of Asset Prices”, Journal of Economic Literature, XLI, 788-829.

Qian, W., Rolling, C. A., Cheng, G., and Yang, Y. (2021), “Combining Forecasts for Universally Optimal Performance”, International Journal of Forecasting, to appear.

Examples

library(AIafter)
data(rgdp)

# observed series
y <- rgdp[,1]
# candidate forecasts
X <- rgdp[,-1]

weiqian1/AIafter documentation built on Dec. 23, 2021, 5:10 p.m.