zhan-gao/LasForecast: Time series linear predictive regression

This package develops a framework for economic forecasting in a data-rich environment with a particular emphasis on linear predictive regression. The goal is to automate the processes of parameter tuning, rolling window forecasting and backtesting, and visualization in a unified framework.

install.packages("remotes")
remotes::install_github("zhan-gao/LasForecast")