ForecastLab v2
Twenty-seven models. Cited methodology. Production-grade.
A unified econometric and machine-learning forecasting platform, Box-Jenkins, the GARCH volatility family, VAR/VECM, Bayesian VAR, dynamic factor and state-space models, ensemble ML, density forecasts, forecast combination, walk-forward backtesting and an eighteen-test diagnostic battery. Wired to nine real data sources and shipped bilingual EN/AR.
27
Cited models
18
Diagnostic tests
9
Data sources
PIT
Density forecasts
EN/AR
Bilingual