postshock：用于结构冲击后供体调整预测的R包
postshock: An R Package for Donor-Adjusted Forecasting After Structural Shocks
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中文总结 AI 辅助
该研究推出postshock R包，其扩展了基于供体的结构冲击后预测框架，可实现条件均值与方差预测，具备供体平衡、自动化模型选择等功能，为相关预测提供集成工作流。
中文摘要 AI 辅助
我们推出postshock R包，该包实现并扩展了一种基于供体的框架，用于在已知结构冲击且目标关注响应尚未观测到时进行预测。该包从历史供体事件中估计冲击效应，利用指定匹配特征平衡供体，并将所得调整转移至目标序列预测。它提供了通过ARIMA和ARIMAX模型进行条件均值预测、通过GARCH-X模型进行条件方差预测的集成工作流，额外功能包括结构化供体池、控制冲击回归变量、自动化GARCH-X阶数选择、处理后数据对象及可复现的实证工作流。
英文摘要
We present the postshock R package, which implements and extends a donor-based framework for forecasting when a structural shock is known and the target response of interest is not yet observed. The package estimates shock effects from historical donor episodes, balances donors using specified matching features, and transfers the resulting adjustment to a target-series forecast. It provides integrated workflows for conditional mean forecasting through ARIMA and ARIMAX models and conditional variance forecasting through GARCH-X models. Additional functionality includes structured donor pools, control-shock regressors, automated GARCH-X order selection, processed data objects, and reproducible empirical workflows.
