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lmForc (version 1.0.0)

Linear Model Forecasting

Description

Introduces in-sample, out-of-sample, pseudo out-of-sample, and benchmark model forecast tests and a new class for working with forecast data, Forecast.

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Version

Install

install.packages('lmForc')

Monthly Downloads

299

Version

1.0.0

License

GPL-3

Maintainer

Nelson Rayl

Last Published

August 31st, 2024

Functions in lmForc (1.0.0)

future<-,Forecast-method

Set future slot of a Forecast object
is_forc_general

In-sample general model forecast
is_forc

In-sample linear model forecast
historical_average_forc

Historical average forecast
oos_lag_forc

Out-of-sample lagged linear model forecast conditioned on realized values
h_ahead<-

Set h_ahead slot of a Forecast object
mse

Calculate MSE of a Forecast object
h_ahead

Get the h_ahead slot of a h_ahead object
performance_weighted_forc

MSE or RMSE weighted forecast
forc<-

Set forecast slot of a Forecast object
forc<-,Forecast-method

Set forecast slot of a Forecast object
random_walk_forc

Random walk forecast
mse,Forecast-method

Calculate MSE of a Forecast object
realized<-

Set realized slot of a Forecast object
origin<-,Forecast-method

Set origin slot of a Forecast object
origin,Forecast-method

Get the origin slot of a Forecast object
str,Forecast-method

Display internal structure structure of Forecast object to the console.
states_weighted_forc

States weighted forecast
h_ahead<-,Forecast-method

Set h_ahead slot of a Forecast object
show,Forecast-method

Print Forecast object to console.
origin<-

Set the origin slot of a Forecast object
origin

Get the origin slot of a Forecast object
h_ahead,Forecast-method

Get the h_ahead slot of a h_ahead object
mape,Forecast-method

Calculate MAPE of a Forecast object
mae

Calculate MAE of a Forecast object
oos_vintage_forc

Out-of-sample linear model forecast conditioned on vintage forecasts
subset_bytime

Subset a list of Forecast objects by origin or future values.
[,Forecast-method

Subset Forecast object.
realized

Get the realized slot of a realized object
mae,Forecast-method

Calculate MAE of a Forecast object
oos_vintage_forc_general

Out-of-sample general model forecast conditioned on vintage forecasts
oos_realized_forc

Out-of-sample linear model forecast conditioned on realized values
oos_realized_forc_general

Out-of-sample general model forecast conditioned on realized values
subset_forcs

Subset a list of Forecast objects by index.
rmse,Forecast-method

Calculate RMSE of a Forecast object
rmse

Calculate RMSE of a Forecast object
transform_byh

Convert a list of time format Forecast objects to a list of h_ahead format Forecast objects.
subset_identical

Subset a list of Forecast objects to identical origin or future values.
realized,Forecast-method

Get the realized slot of a realized object
realized<-,Forecast-method

Set realized slot of a Forecast object
transform_bytime

Convert a list of h_ahead format Forecast objects to a list of time format Forecast objects.
R2,Forecast-method

Calculate R2 of a Forecast object
conditional_forc_general

General model forecast conditioned on input forecasts
convert_bytime

Convert a list of h_ahead format Forecast objects to a time format Forecast object.
forc,Forecast-method

Get the forecast slot of a Forecast object
conditional_forc

Linear model forecast conditioned on an input forecast
Forecast-class

S4 class for storing forecasts
convert_byh

Convert a list of time format Forecast objects to a h_ahead format Forecast object.
autoreg_forc

Autoregression forecast
R2

Calculate R2 of a Forecast object
Forecast

Create an object of the Forecast class
future,Forecast-method

Get the future slot of a Forecast object
future

Get the future slot of a Forecast object
future<-

Set the future slot of a Forecast object
forc

Get the forecast slot of a Forecast object
forc2df

Collect a Forecast object to a data frame
mape

Calculate MAPE of a Forecast object