ForecastComb: Forecast Combination Methods

Provides geometric- and regression-based forecast combination methods under a unified user interface for the packages 'ForecastCombinations' and 'GeomComb'. Additionally, updated tools and convenience functions for data pre-processing are available in order to deal with common problems in forecast combination (missingness, collinearity). For method details see Hsiao C, Wan SK (2014). <doi:10.1016/j.jeconom.2013.11.003>, Hansen BE (2007). <doi:10.1111/j.1468-0262.2007.00785.x>, Elliott G, Gargano A, Timmermann A (2013). <doi:10.1016/j.jeconom.2013.04.017>, and Clemen RT (1989). <doi:10.1016/0169-2070(89)90012-5>.

Version: 1.1
Depends: R (≥ 3.0.2)
Imports: forecast (≥ 7.3), ggplot2 (≥ 2.1.0), Matrix (≥ 1.2-6), mtsdi (≥ 0.3.3), psych (≥ 1.6.9), quadprog (≥ 1.5-5), quantreg (≥ 5.29)
Suggests: testthat (≥ 1.0.2)
Published: 2017-12-17
Author: Christoph E. Weiss, Gernot R. Roetzer, Eran Raviv
Maintainer: Christoph E. Weiss <info at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README
In views: TimeSeries
CRAN checks: ForecastComb results


Reference manual: ForecastComb.pdf
Package source: ForecastComb_1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: ForecastComb_1.1.tgz, r-oldrel: not available


Please use the canonical form to link to this page.