Package: forecastADAPT
Title: Computation of Adaptive Forecast
Version: 0.1.0
Authors@R: c(
    person(given = "Violetta", family = "Dalla", email = "vidalla@econ.uoa.gr", role = c("aut", "cre")),
    person(given = "Liudas", family =  "Giraitis", role = "aut"),
    person(given = "George", family =  "Kapetanios", role = "aut"))
Description: The function forAD() implements the adaptive forecasting procedure of Giraitis, Kapetanios and Price (2013) <doi:10.1016/j.jeconom.2013.04.003>. The method can be iterated (e.g., adapt²) and combined with autoregressive (AR) forecasting. These approaches are computationally simple and adapt automatically to structural changes without requiring prior specification of the underlying data-generating process. They are applicable to both stationary and non-stationary time series. The numerical and graphical outputs assist in selecting an appropriate forecasting method, particularly one that minimises mean squared forecast error (MSFE) and yields uncorrelated forecast errors.
License: GPL-3
Encoding: UTF-8
Imports: stats, graphics, lubridate, grDevices, knitr, testcorr, xts,
        zoo
RoxygenNote: 7.3.3
Suggests: testthat
NeedsCompilation: no
Packaged: 2026-05-05 10:34:53 UTC; drvio
Author: Violetta Dalla [aut, cre],
  Liudas Giraitis [aut],
  George Kapetanios [aut]
Maintainer: Violetta Dalla <vidalla@econ.uoa.gr>
Repository: CRAN
Date/Publication: 2026-05-08 14:40:08 UTC
