Forecast Reconciliation

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Documentation for package ‘FoReco’ version 1.3.1

• DESCRIPTION file.
• Package NEWS.

Help Pages

FoReco-package	FoReco: Forecast Reconciliation
aggts	Non-Overlapping Temporal Aggregation of a Time Series
balance_hierarchy	Aggregation Matrix of a (Possibly) Unbalanced Hierarchy in Balanced Form
components.foreco	FoReco Reconciliation Class
csboot	Cross-sectional Joint Block Bootstrap
csbu	Cross-sectional Bottom-up Reconciliation
cscov	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
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
df2aggmat	Cross-sectional Aggregation Matrix of a Dataframe
drop_foreco_class	FoReco Reconciliation Class
expside	Italian Quarterly National Accounts Dataset
FoReco	FoReco: Forecast Reconciliation
foreco	FoReco Reconciliation Class
foreco-class	FoReco Reconciliation Class
gdpconsmat	Italian Quarterly National Accounts Dataset
incside	Italian Quarterly National Accounts Dataset
itagdp	Italian Quarterly National Accounts Dataset
iterec	Iterative Cross-temporal Reconciliation
lcmat	Linear Combination (Aggregation) Matrix for a General Linearly Constrained Multiple Time Series
new_foreco_class	FoReco Reconciliation Class
outside	Italian Quarterly National Accounts Dataset
plot.foreco	FoReco Reconciliation Class
print.foreco	FoReco Reconciliation Class
print.summary_foreco	FoReco Reconciliation Class
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
tcsrec	Heuristic Cross-temporal Reconciliation
teboot	Temporal Joint Block Bootstrap
tebu	Temporal Bottom-up Reconciliation
tecov	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
unbalance_hierarchy	Aggregation Matrix of a Balanced Hierarchy in (Possibly) Unbalanced Form
vnaggmat	Australian Tourism Demand Dataset
vndata	Australian Tourism Demand Dataset