Donor-Adjusted Post-Shock Forecasting

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Documentation for package ‘postshock’ version 0.2.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

aapl_control_input	Apple control dataset
aapl_onestep_input	Apple one-step control-shock experiment input
auto_garch	Auto-select a GARCHX specification by BIC
auto_garchx	Auto-select a GARCHX specification by BIC
build_control_xreg	Helper Function: Build control-shock xreg matrix
cop_oil_postshock	COP oil post-shock input data
dbw	Donor Balancing Weights (DBW)
iyg_onestep_input	One-step volatility forecasting input for IYG
SynthPrediction	SynthPrediction - Synthetic Prediction with Donor Balancing and Shock Adjustment
SynthPredictionMultiPool	Multi-pool shock aggregation for SynthPrediction
SynthVolForecast	Synthetic Volatility Forecast with Donor Shock Adjustment