Time series analysis, (dis)aggregation and manipulation, e.g. time series extension, merge, projection, lag, lead, delta, moving and cumulative average and product, selection by index, date and year-period, conversion to daily, monthly, quarterly, (semi)annually. Simultaneous equation models definition, estimation, simulation and forecasting with coefficient restrictions, error autocorrelation, exogenization, add-factors, impact and interim multipliers analysis, conditional equation evaluation, rational expectations, endogenous targeting and model renormalization, structural stability, stochastic simulation and forecast, optimal control.
Package details |
|
---|---|
Author | Andrea Luciani [aut, cre] (<https://orcid.org/0000-0002-7372-358X>), Roberto Stok [aut], Bank of Italy [cph] |
Maintainer | Andrea Luciani <andrea.luciani@bancaditalia.it> |
License | GPL-3 |
Version | 4.0.3 |
URL | https://github.com/andrea-luciani/bimets |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
|
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.