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postshock  

Donor-Adjusted Post-Shock Forecasting
View on CRAN: Click here


Download and install postshock package within the R console
Install from CRAN:
install.packages("postshock")

Install from Github:
library("remotes")
install_github("cran/postshock")

Install by package version:
library("remotes")
install_version("postshock", "0.2.0")



Attach the package and use:
library("postshock")
Maintained by
Qiyang Wang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-07-27
Latest Update: 2026-07-27
Description:
Implements donor-adjusted methods for forecasting conditional means and variances after structural shocks. Historical donor episodes are weighted using covariates observed before each shock, and their estimated post-shock effects are combined with forecasts from a target-series model. The methods build on Lin and Eck (2021) <doi:10.1016/j.ijforecast.2021.03.010>. The package supports donor balancing weights, structured donor pools, autoregressive integrated moving average models, and generalized autoregressive conditional heteroscedasticity models with external regressors.
How to cite:
Qiyang Wang (2026). postshock: Donor-Adjusted Post-Shock Forecasting. R package version 0.2.0, https://cran.r-project.org/web/packages/postshock. Accessed 24 Oct. 2026.
Previous versions and publish date:
(2026-10-12 15:31), 0.2.0 (2026-07-27 16:40)
Other packages that cited postshock R package
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Other R packages that postshock depends, imports, suggests or enhances
Complete documentation for postshock
Functions, R codes and Examples using the postshock R package
Full postshock package functions and examples
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