Forecast Reconciliation

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Documentation for package ‘FoReco’ version 1.1.0

• DESCRIPTION file.
• Package NEWS.

Help Pages

FoReco-package	FoReco: Forecast Reconciliation
aggts	Non-overlapping temporal aggregation of a time series
arrange_hres	One-step and multi-step residuals
balance_hierarchy	Aggregation matrix of a (possibly) unbalanced hierarchy in balanced form
commat	Commutation matrix
commat_index	Commutation matrix
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
csprojmat	Projection matrix for optimal combination cross-sectional reconciliation
csrec	Optimal combination cross-sectional reconciliation
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
ctprojmat	Projection matrix for optimal combination cross-temporal reconciliation
ctrec	Optimal combination cross-temporal reconciliation
cttd	Cross-temporal top-down reconciliation
cttools	Cross-temporal reconciliation tools
df2aggmat	Cross-sectional aggregation matrix of a dataframe
expside	Italian Quarterly National Accounts
FoReco	FoReco: Forecast Reconciliation
FoReco2matrix	Reconciled forecasts to matrix/vector
gdpconsmat	Italian Quarterly National Accounts
incside	Italian Quarterly National Accounts
itagdp	Italian Quarterly National Accounts
iterec	Iterative cross-temporal reconciliation
lcmat	Linear combination (aggregation) matrix for a general linearly constrained multiple time series
outside	Italian Quarterly National Accounts
recoinfo	Informations on the reconciliation process
res2matrix	One-step and multi-step residuals
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
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
teprojmat	Projection matrix for optimal combination temporal reconciliation
terec	Optimal combination temporal reconciliation
tetd	Temporal top-down reconciliation
tetools	Temporal reconciliation tools
unbalance_hierarchy	Aggregation matrix of a balanced hierarchy in (possibly) unbalanced form
vnaggmat	Australian Tourism Demand dataset
vndata	Australian Tourism Demand dataset