All functions

armagarchf()

ARMA(1, 1)-GARCH(1, 1) forecasting (with simulation)

basicf()

Basic forecasting (mean, median, random walk)

comb_GLMNET()

GLMNET Regression Forecast Combination

comb_OLS()

Ordinary Least Squares Forecast Combination

comb_Ridge()

Ridge Regression Forecast Combination

conformalize()

Conformalize a forecasting function

createtrendseason()

Create trend and seasonality features for univariate time series

dynrmf()

Dynamic regression model

eatf()

Combined ets-arima-theta forecasts

fit_func()

Fit univariate time series using caret ML model (for use with dynrmf)

fitforecast()

Fit and forecast for benchmarking purposes

genericforecast()

Generic Forecasting Function

getreturns()

Calculate returns or log-returns for multivariate time series

getsimulations()

Obtain simulations (when relevant) from a selected time series

loessf()

Loess forecasting

loocvridge2f()

LOOCV for Ridge2 model

plot(<foreccomb_res>)

Plot results from forecast combination model

plot(<mtsforecast>)

Plot multivariate time series forecast or residuals

predict(<foreccomb_res>)

Prediction function for Forecast Combinations

predict_func()

Predict univariate time series using caret ML model(for use with dynrmf)

ridge2f()

Ridge2 model

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

Summary of Forecast Combination

varf()

Vector Autoregressive model (adapted from vars::VAR)