postshock
Donor-Adjusted Post-Shock Forecasting
Implements donor-adjusted methods for forecasting conditional means and variances after structural shocks. Historical donor episodes are weighted using covariates observed before each shock, and their estimated post-shock effects are combined with forecasts from a target-series model. The methods build on Lin and Eck (2021) <doi:10.1016/j.ijforecast.2021.03.010>. The package supports donor balancing weights, structured donor pools, autoregressive integrated moving average models, and generalized autoregressive conditional heteroscedasticity models with external regressors.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.0 |
rolling linux/jammy R-4.5 | postshock_0.2.0.tar.gz |
271.1 KiB |
0.2.0 |
rolling linux/noble R-4.5 | postshock_0.2.0.tar.gz |
271.0 KiB |
0.2.0 |
rolling source/ R- | postshock_0.2.0.tar.gz |
165.4 KiB |
0.2.0 |
latest linux/jammy R-4.5 | postshock_0.2.0.tar.gz |
271.1 KiB |
0.2.0 |
latest linux/noble R-4.5 | postshock_0.2.0.tar.gz |
271.0 KiB |
0.2.0 |
latest source/ R- | postshock_0.2.0.tar.gz |
165.4 KiB |
0.2.0 |
2026-04-23 source/ R- | postshock_0.2.0.tar.gz |
0 B |