evaluation_table

claim_data

prism_prediction

<p>Out-of-sample prediction evaluation</p>

Implements Penalized Regression with Inferred Seasonality Module (PRISM) to generate forecast estimation of weekly unemployment initial claims using 'Google Trends' data. It includes required data and tools for backtesting the performance in 2007-2020.

Dingdong Yi

PRISM.forecast

Penalized Regression with Inferred Seasonality Module -
Forecasting Unemployment Initial Claims using 'Google Trends'
Data

Samuel Kou

Shaoyang Ning

evaluation_table function

Out-of-sample prediction evaluation — evaluation_table

Out-of-sample prediction evaluation

evaluation_table: Out-of-sample prediction evaluation

Description

Usage

Arguments