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.
| Version: |
0.2.1 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
Rsolnp, garchx, forecast, lmtest, xts, zoo |
| Suggests: |
knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: |
2026-10-12 |
| DOI: |
10.32614/CRAN.package.postshock |
| Author: |
Qiyang Wang  [aut,
cre],
Daniel J. Eck [aut] |
| Maintainer: |
Qiyang Wang <wangqiyang497 at gmail.com> |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
no |
| Language: |
en-US |
| Materials: |
README, NEWS |
| CRAN checks: |
postshock results [issues need fixing before 2026-11-02] |
Documentation:
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