All functions

auto_combine()

Automated Forecast Combination

comb_BG()

Bates/Granger (1969) Forecast Combination Approach

comb_CLS()

Constrained Least Squares Forecast Combination

comb_CSR()

All Possible Combinations Forecast Averaging

comb_EIG1()

Standard Eigenvector Forecast Combination

comb_EIG2()

Bias-Corrected Eigenvector Forecast Combination

comb_EIG3()

Trimmed Eigenvector Forecast Combination

comb_EIG4()

Trimmed Bias-Corrected Eigenvector Forecast Combination

comb_InvW()

Inverse Rank Forecast Combination

comb_LAD()

Least Absolute Deviation Forecast Combination

comb_MED()

Median Forecast Combination

comb_NG()

Newbold/Granger (1974) Forecast Combination

comb_OLS()

Ordinary Least Squares Forecast Combination

comb_SA()

Simple Average Forecast Combination

comb_TA()

Trimmed Mean Forecast Combination

comb_WA()

Winsorized Mean Forecast Combination

cs_dispersion()

Compute Cross-Sectional Dispersion

electricity

UK Electricity Supply 2007 - 2017

foreccomb()

Format Raw Data for Forecast Combination

foreccomb_res()

Result Rbject for the Forecast Combination Methods

plot(<foreccomb_res>)

Plot results from forecast combination model

predict(<foreccomb_res>)

Prediction function for Forecast Combinations

rolling_combine()

Dynamic Forecast Combination

summary(<foreccomb_res>) print(<foreccomb_res_summary>)

Summary of Forecast Combination