Forecast Reconciliation

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Documentation for package ‘FoReco’ version 1.3.0

• DESCRIPTION file
• Package NEWS
• Package README

Help Pages

A B C D E F G I L N O P R S T U V

FoReco-package

FoReco: Forecast Reconciliation

-- A --

aggts	Non-Overlapping Temporal Aggregation of a Time Series
arrange_hres	One-Step and Multi-Step Residuals
as_ctmatrix	Convert Between Horizon-stacked and Cross-temporal Layouts
as_hstack_ctlayout	Convert Between Horizon-stacked and Cross-temporal Layouts
as_hstack_telayout	Convert Between Horizon-stacked and Temporal Layouts
as_tevector	Convert Between Horizon-stacked and Temporal Layouts

-- B --

balance_hierarchy

Aggregation Matrix of a (Possibly) Unbalanced Hierarchy in Balanced Form

-- C --

commat	Commutation Matrix
commat_index	Commutation Matrix
components.foreco	FoReco Reconciliation Class
csboot	Cross-sectional Joint Block Bootstrap
csbu	Cross-sectional Bottom-up Reconciliation
cscov	Cross-sectional Covariance Matrix Approximation
cscov.default	Cross-sectional Covariance Matrix Approximation
cscov.ols	Cross-sectional Covariance Matrix Approximation
cscov.sam	Cross-sectional Covariance Matrix Approximation
cscov.shr	Cross-sectional Covariance Matrix Approximation
cscov.str	Cross-sectional Covariance Matrix Approximation
cscov.wls	Cross-sectional Covariance Matrix Approximation
cslcc	Level Conditional Coherent Reconciliation for Genuine Hierarchical/Grouped Time Series
csmo	Cross-sectional Middle-out Reconciliation
csmvn	Cross-sectional Gaussian Probabilistic Reconciliation
csprojmat	Projection Matrix for Optimal Combination Cross-sectional Reconciliation
csrec	Optimal Combination Cross-sectional Reconciliation
cssmp	Cross-sectional Probabilistic Reconciliation (Sample Approach)
cstd	Cross-sectional Top-down Reconciliation
cstools	Cross-sectional Reconciliation Tools
cstrec	Heuristic Cross-temporal Reconciliation
ctboot	Cross-temporal Joint Block Bootstrap
ctbu	Cross-temporal Bottom-up Reconciliation
ctcov	Cross-temporal Covariance Matrix Approximation
ctcov.acov	Cross-temporal Covariance Matrix Approximation
ctcov.bdsam	Cross-temporal Covariance Matrix Approximation
ctcov.bdshr	Cross-temporal Covariance Matrix Approximation
ctcov.bsam	Cross-temporal Covariance Matrix Approximation
ctcov.bshr	Cross-temporal Covariance Matrix Approximation
ctcov.csstr	Cross-temporal Covariance Matrix Approximation
ctcov.default	Cross-temporal Covariance Matrix Approximation
ctcov.hbsam	Cross-temporal Covariance Matrix Approximation
ctcov.hbshr	Cross-temporal Covariance Matrix Approximation
ctcov.hsam	Cross-temporal Covariance Matrix Approximation
ctcov.hshr	Cross-temporal Covariance Matrix Approximation
ctcov.ols	Cross-temporal Covariance Matrix Approximation
ctcov.sam	Cross-temporal Covariance Matrix Approximation
ctcov.shr	Cross-temporal Covariance Matrix Approximation
ctcov.Ssam	Cross-temporal Covariance Matrix Approximation
ctcov.Sshr	Cross-temporal Covariance Matrix Approximation
ctcov.str	Cross-temporal Covariance Matrix Approximation
ctcov.testr	Cross-temporal Covariance Matrix Approximation
ctcov.wlsh	Cross-temporal Covariance Matrix Approximation
ctcov.wlsv	Cross-temporal Covariance Matrix Approximation
ctlcc	Level Conditional Coherent Reconciliation for Cross-temporal Hierarchies
ctmo	Cross-temporal Middle-out Reconciliation
ctmvn	Cross-temporal Gaussian Probabilistic Reconciliation
ctprojmat	Projection Matrix for Optimal Combination Cross-temporal Reconciliation
ctrec	Optimal Combination Cross-temporal Reconciliation
ctsmp	Cross-temporal Probabilistic Reconciliation (Sample Approach)
cttd	Cross-temporal Top-down Reconciliation
cttools	Cross-temporal Reconciliation Tools

-- D --

df2aggmat	Cross-sectional Aggregation Matrix of a Dataframe
drop_foreco_class	FoReco Reconciliation Class

-- E --

expside

Italian Quarterly National Accounts Dataset

-- F --

FoReco	FoReco: Forecast Reconciliation
foreco	FoReco Reconciliation Class
foreco-class	FoReco Reconciliation Class

-- G --

gdpconsmat

Italian Quarterly National Accounts Dataset

-- I --

incside	Italian Quarterly National Accounts Dataset
itagdp	Italian Quarterly National Accounts Dataset
iterec	Iterative Cross-temporal Reconciliation

-- L --

lcmat

Linear Combination (Aggregation) Matrix for a General Linearly Constrained Multiple Time Series

-- N --

new_foreco_class

FoReco Reconciliation Class

-- O --

outside

Italian Quarterly National Accounts Dataset

-- P --

plot.foreco	FoReco Reconciliation Class
print.foreco	FoReco Reconciliation Class
print.summary_foreco	FoReco Reconciliation Class

-- R --

res2matrix

One-Step and Multi-Step Residuals

-- S --

set_bounds	Set Bounds for Bounded Forecast Reconciliation
shrink_estim	Shrinkage of the Covariance Matrix
shrink_oasd	Shrinkage of the Covariance Matrix Using the Oracle Approximation
summary.foreco	FoReco Reconciliation Class

-- T --

tcsrec	Heuristic Cross-temporal Reconciliation
teboot	Temporal Joint Block Bootstrap
tebu	Temporal Bottom-up Reconciliation
tecov	Temporal Covariance Matrix Approximation
tecov.acov	Temporal Covariance Matrix Approximation
tecov.default	Temporal Covariance Matrix Approximation
tecov.har1	Temporal Covariance Matrix Approximation
tecov.ols	Temporal Covariance Matrix Approximation
tecov.sam	Temporal Covariance Matrix Approximation
tecov.sar1	Temporal Covariance Matrix Approximation
tecov.shr	Temporal Covariance Matrix Approximation
tecov.str	Temporal Covariance Matrix Approximation
tecov.strar1	Temporal Covariance Matrix Approximation
tecov.wlsh	Temporal Covariance Matrix Approximation
tecov.wlsv	Temporal Covariance Matrix Approximation
telcc	Level Conditional Coherent Reconciliation for Temporal Hierarchies
temo	Temporal Middle-out Reconciliation
temvn	Temporal Gaussian Probabilistic Reconciliation
teprojmat	Projection Matrix for Optimal Combination Temporal Reconciliation
terec	Optimal Combination Temporal Reconciliation
tesmp	Temporal Probabilistic Reconciliation (Sample Approach)
tetd	Temporal Top-down Reconciliation
tetools	Temporal Reconciliation Tools

-- U --

unbalance_hierarchy

Aggregation Matrix of a Balanced Hierarchy in (Possibly) Unbalanced Form

-- V --

vnaggmat	Australian Tourism Demand Dataset
vndata	Australian Tourism Demand Dataset