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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "forecastADAPT" in publications use:'
type: software
license: GPL-3.0-only
title: 'forecastADAPT: Computation of Adaptive Forecast'
version: 0.1.0
abstract: The function forAD() implements the adaptive forecasting procedure of Giraitis,
  Kapetanios and Price (2013) <https://doi.org/10.1016/j.jeconom.2013.04.003>. 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.
authors:
- family-names: Dalla
  given-names: Violetta
  email: vidalla@econ.uoa.gr
- family-names: Giraitis
  given-names: Liudas
- family-names: Kapetanios
  given-names: George
repository: https://cran.r-universe.dev
commit: b7bceec586358ca1e507978abdfdb5c406022797
date-released: '2026-05-08'
contact:
- family-names: Dalla
  given-names: Violetta
  email: vidalla@econ.uoa.gr