itagdp: Italian Quarterly National Accounts

In FoReco: Forecast Reconciliation

Italian Quarterly National Accounts

Description

A subset of the data used by Girolimetto et al. (2023) from the Italian Quarterly National Accounts (output, income and expenditure sides) spanning the period 2000:Q1-2019:Q4.

Usage

# 21 time series of the Italian Quarterly National Accounts
itagdp

# 'agg_mat' and 'cons_mat' for the output side
outside

# 'agg_mat' and 'cons_mat' for the expenditure side
expside

# 'agg_mat' and 'cons_mat' for the income side
incside

# zero constraints matrix encompassing output, expenditure and income sides
gdpconsmat

Format

itagdp is a (80 \times 21) ts object, corresponding to 21 time series of the Italian Quarterly National Accounts (2000:Q1-2019:Q4).

outside, income and expenditure are lists with two elements:

• agg_mat contains the (1 \times 2), (2 \times 4), or (6 \times 8) aggregation matrix according to output, income or expenditure side, respectively.

• cons_mat contains the (1 \times 3), (2 \times 6), or (6 \times 14) zero constraints matrix according to output, income or expenditure side, respectively.

gdpconsmat is the complete (9 \times 21) zero constraints matrix encompassing output, expenditure and income sides.

Source

https://ec.europa.eu/eurostat/web/national-accounts/

References

Girolimetto, D. and Di Fonzo, T. (2023), Point and probabilistic forecast reconciliation for general linearly constrained multiple time series, Statistical Methods & Applications, in press. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s10260-023-00738-6")}.

FoReco documentation built on Sept. 14, 2024, 9:07 a.m.