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.
- Tex table outputs.
Install the package by running:
Note that currently a non-CRAN version of gridExtra is required to plot the ACF and PACF.