The goal of sufficientForecasting is to forecast a single time series when there is a large number of predictors and a possible nonlinear effect.
You can install the development version of sufficientForecasting like so:
# The easiest way to install sufficientForecasting
install.packages("sufficientForecasting")
# OR
::install_github("JingFu1224/sufficientForecasting") devtools
The following example uses SF.CI to solve a problem: forecast a single time series, and its upper bound and lower bound
library(sufficientForecasting)
## basic example code
SF.CI(y=dataExample$y,X=dataExample$X,newX=dataExample$newX,type="LLM",alpha = 0.05)
#> yhat ci_lower ci_upper
#> -0.3568 -2.4740 1.6076