Donor-Adjusted Post-Shock Forecasting R package postshock version 0.2.0 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. Software Depends: R (>= 4.1.0) Imports: Rsolnp, garchx, forecast, lmtest, xts, zoo Suggests: knitr, rmarkdown, testthat (>= 3.0.0) Qiyang Wang <wangqiyang497@gmail.com> Comprehensive R Archive Network (CRAN) Qiyang Wang [aut, cre] (ORCID: <https://orcid.org/0009-0002-6373-440X>), Daniel J. Eck [aut] MIT + file LICENSE (https://CRAN.R-project.org/package=postshock/LICENSE) 2026-07-27 application/tgz https://CRAN.R-project.org/package=postshock doi:10.32614/CRAN.package.postshock en-US