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svmfortopic

svmfortopic contains all code written by Andreas Keller Leth Laursen for the 10 ECTS points topic: "Comparing Support Vector Machines to Classical Time Series Models: An Empirical Application on the Power Market." The code covers:

  • Data scraping.
  • Data treatment.
  • Model estimation.
  • Out of sample forecasting.
  • Plots.
  • Tex table outputs.

Install the package by running:

devtools::install_github("AKLLaursen/svmfortopic")

Note that currently a non-CRAN version of gridExtra is required to plot the ACF and PACF.

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