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) . 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: 2026-06-08 07:48:53 UTC; root Author: Violetta Dalla [aut, cre], Liudas Giraitis [aut], George Kapetanios [aut] Maintainer: Violetta Dalla Config/pak/sysreqs: libicu-dev Repository: https://vidalla.r-universe.dev Date/Publication: 2026-05-08 15:55:45 UTC RemoteUrl: https://github.com/cran/forecastADAPT RemoteRef: HEAD RemoteSha: b7bceec586358ca1e507978abdfdb5c406022797