bimets: Time Series and Econometric Modeling

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

AuthorAndrea Luciani [aut, cre] (<https://orcid.org/0000-0002-7372-358X>), Roberto Stok [aut], Bank of Italy [cph]
MaintainerAndrea Luciani <andrea.luciani@bancaditalia.it>
LicenseGPL-3
Version4.0.2
URL https://github.com/andrea-luciani/bimets
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bimets")

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bimets documentation built on Sept. 11, 2024, 7:18 p.m.