CRAN

nowcasting 1.1.3

Predicting Economic Variables using Dynamic Factor Models

Released Jun 12, 2019 by Daiane Marcolino de Mattos

Dependencies

DBI 1.0.0 lubridate 1.7.4 RCurl corpcor 1.6.9 Matrix 1.2-17 magic 1.5-8 xts 0.11-2 vars 1.5-3 RMySQL matlab 1.0.2 zoo 1.8-6 httr 1.4.0

It contains the tools to implement dynamic factor models to forecast economic variables. The user will be able to construct pseudo real time vintages, use information criteria for determining the number of factors and shocks, estimate the model, and visualize results among other things.

Source

View GitHub Mirror

Release History

• 1.1.3
• 1.1.2
• 1.1.1
• 1.1.0
• 1.0.0
• 0.1.3
• 0.1.2
• 0.1.1
• 0.1
• 0.0.90
• 0.0.82