Does anyone know if there has been an attempt to implement Hyndman et al.'s method for combining hierarchical time series forecasts in Stata please?
original paper:
https://ideas.repec.org/p/msh/ebswps/2007-9.html
https://robjhyndman.com/papers/Hierarchical6.pdf
I couldn't find anything on SCC or using Google but maybe someone has tried ...
original paper:
https://ideas.repec.org/p/msh/ebswps/2007-9.html
https://robjhyndman.com/papers/Hierarchical6.pdf
I couldn't find anything on SCC or using Google but maybe someone has tried ...
