electricity

The <code>electricity</code> dataset contains monthly data on the total UK electricity
 supply in GWh from January 2007 to March 2017, as well as univariate time series
 forecasts for this series.

datasets

Provides geometric- and regression-based forecast
combination methods under a unified user interface for the packages 'ForecastCombinations'
and 'GeomComb'. Additionally, updated tools and convenience functions for data pre-processing are available in order to deal with
common problems in forecast combination (missingness, collinearity). For method details see Hsiao C, Wan SK (2014). <doi:10.1016/j.jeconom.2013.11.003>, Hansen BE (2007). <doi:10.1111/j.1468-0262.2007.00785.x>,
Elliott G, Gargano A, Timmermann A (2013). <doi:10.1016/j.jeconom.2013.04.017>,
and Clemen RT (1989). <doi:10.1016/0169-2070(89)90012-5>.

Christoph Weiss

ForecastComb

Forecast Combination Methods

electricity function

A multivariate time series of 123 observations; monthly, 2007-2017.
This data contains the following columns:<dl class="dl-horizontal">
 <dt>arima</dt><dd>(ARIMA 1-month forecasts)</dd>
 <dt>ets</dt><dd>(ETS 1-month forecasts)</dd>
 <dt>nnet</dt><dd>(Neural Network 1-month forecasts)</dd>
 <dt>dampedt</dt><dd>(Damped Trend 1-month forecasts)</dd>
 <dt>dotm</dt><dd>(Dynamic Optimized Theta 1-month forecasts)</dd>
 <dt>Actual</dt><dd>(Observed values)</dd>
 </dl>

Format

UK Electricity Supply 2007 - 2017 — electricity

A multivariate time series of 123 observations; monthly, 2007-2017.
This data contains the following columns:<dl class='dl-horizontal'>
 <dt>arima</dt><dd>(ARIMA 1-month forecasts)</dd>
 <dt>ets</dt><dd>(ETS 1-month forecasts)</dd>
 <dt>nnet</dt><dd>(Neural Network 1-month forecasts)</dd>
 <dt>dampedt</dt><dd>(Damped Trend 1-month forecasts)</dd>
 <dt>dotm</dt><dd>(Dynamic Optimized Theta 1-month forecasts)</dd>
 <dt>Actual</dt><dd>(Observed values)</dd>
 </dl>

electricity: UK Electricity Supply 2007 - 2017

Description

Usage

Arguments

Format