K-fold cross validation for time series in R
The K-fold cross validation allows to quantify the performance of a forecasting model. This article explains the implementation of this procedure for timeseries in the context of a VAR model. It makes use of the kfoldcv4ts package that I created.
Rxtsum : Stata xtsum package for R
This simple package allows to replicate the famous xtsum package from Stata with R