Penalized Regression with Inferred Seasonality Module - Forecasting Unemployment Initial Claims using 'Google Trends' Data

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Documentation for package ‘PRISM.forecast’ version 0.2.1

• DESCRIPTION file.

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back_test	Out-of-sample prediction for whole period
evaluation_table	Out-of-sample prediction evaluation
load_5y_search_data	Load Goolge Trends data and initial claims data
load_claim_data	Load unemployment initial claims data
prism	PRISM function
prism_batch	PRISM stage 2 by batch
var_generator	PRISM regressors generator