R: Linear Model Forecasting

# Linear Model Forecasting

## Documentation for package ‘lmForc’ version 1.0.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## Help Pages

autoreg_forc | Autoregression forecast
conditional_forc | Linear model forecast conditioned on an input forecast
conditional_forc_general | General model forecast conditioned on input forecasts
convert_byh | Convert a list of time format Forecast objects to a h_ahead format Forecast object.
convert_bytime | Convert a list of h_ahead format Forecast objects to a time format Forecast object.
forc | Get the forecast slot of a Forecast object
forc-method | Get the forecast slot of a Forecast object
forc2df | Collect a Forecast object to a data frame
forc<- | Set forecast slot of a Forecast object
forc<--method | Set forecast slot of a Forecast object
Forecast | Create an object of the Forecast class
Forecast-class | S4 class for storing forecasts
future | Get the future slot of a Forecast object
future-method | Get the future slot of a Forecast object
future<- | Set the future slot of a Forecast object
future<--method | Set future slot of a Forecast object
historical_average_forc | Historical average forecast
h_ahead | Get the h_ahead slot of a h_ahead object
h_ahead-method | Get the h_ahead slot of a h_ahead object
h_ahead<- | Set h_ahead slot of a Forecast object
h_ahead<--method | Set h_ahead slot of a Forecast object
is_forc | In-sample linear model forecast
is_forc_general | In-sample general model forecast
mae | Calculate MAE of a Forecast object
mae-method | Calculate MAE of a Forecast object
mape | Calculate MAPE of a Forecast object
mape-method | Calculate MAPE of a Forecast object
mse | Calculate MSE of a Forecast object
mse-method | Calculate MSE of a Forecast object
oos_lag_forc | Out-of-sample lagged linear model forecast conditioned on realized values
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
oos_vintage_forc | Out-of-sample linear model forecast conditioned on vintage forecasts
oos_vintage_forc_general | Out-of-sample general model forecast conditioned on vintage forecasts
origin | Get the origin slot of a Forecast object
origin-method | Get the origin slot of a Forecast object
origin<- | Set the origin slot of a Forecast object
origin<--method | Set origin slot of a Forecast object
performance_weighted_forc | MSE or RMSE weighted forecast
R2 | Calculate R2 of a Forecast object
R2-method | Calculate R2 of a Forecast object
random_walk_forc | Random walk forecast
realized | Get the realized slot of a realized object
realized-method | Get the realized slot of a realized object
realized<- | Set realized slot of a Forecast object
realized<--method | Set realized slot of a Forecast object
rmse | Calculate RMSE of a Forecast object
rmse-method | Calculate RMSE of a Forecast object
show-method | Print Forecast object to console.
states_weighted_forc | States weighted forecast
str-method | Display internal structure structure of Forecast object to the console.
subset_bytime | Subset a list of Forecast objects by origin or future values.
subset_forcs | Subset a list of Forecast objects by index.
subset_identical | Subset a list of Forecast objects to identical origin or future values.
transform_byh | Convert a list of time format Forecast objects to a list of h_ahead format Forecast objects.
transform_bytime | Convert a list of h_ahead format Forecast objects to a list of time format Forecast objects.
[-method | Subset Forecast object.