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  "Title": "Computation of Adaptive Forecast",
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  "Description": "The function forAD() implements the adaptive forecasting\nprocedure of Giraitis, Kapetanios and Price (2013)\n<doi:10.1016/j.jeconom.2013.04.003>. The method can be iterated\n(e.g., adapt²) and combined with autoregressive (AR)\nforecasting. These approaches are computationally simple and\nadapt automatically to structural changes without requiring\nprior specification of the underlying data-generating process.\nThey are applicable to both stationary and non-stationary time\nseries. The numerical and graphical outputs assist in selecting\nan appropriate forecasting method, particularly one that\nminimises mean squared forecast error (MSFE) and yields\nuncorrelated forecast errors.",
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  "Packaged": {
    "Date": "2026-05-08 17:17:05 UTC",
    "User": "root"
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  "Author": "Violetta Dalla [aut, cre], Liudas Giraitis [aut], George\nKapetanios [aut]",
  "Maintainer": "Violetta Dalla <vidalla@econ.uoa.gr>",
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