LasForecast: LasForecast: Time series linear predictive regression
In zhan-gao/LasForecast: Time series linear predictive regression
LasForecast R Documentation
LasForecast: Time series linear predictive regression
Description
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.
Author(s)
Maintainer: Zhan Gao zhangao@usc.edu
Authors:
Zhentao Shi zhentaoshi@cuhk.edu.hk
zhan-gao/LasForecast documentation built on Sept. 18, 2024, 9:40 p.m.
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| LasForecast | R Documentation |
LasForecast: Time series linear predictive regression
Description
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.
Author(s)
Maintainer: Zhan Gao zhangao@usc.edu
Authors:
Zhentao Shi zhentaoshi@cuhk.edu.hk
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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