This files provides the codes that allow to reproduce all results as in Table 3 to 6 of Sbrana and Silvestrini (IJF, 2024). If you have any question please email to : giacomo.sbrana@neoma-bs.fr

This document contains the code that allows to reproduce the results as in Table 3 of Sbrana & Silvestrini (2024, IJF)

This code allows estimating and prediction using the Structural Theta method as in Sbrana & Silvestrini (IJF, 2024)

This document contains the code to estimate and predict using the double damped trend model, using both MSOE and SSOE approaches.

This document provides the R code to estimate and predict using the Markov Walk model.