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nowcastDFM: DFMs for Nowcasting
Run dynamic factor models (DFM) in R. Adapted from Bok et al. (2017) <https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr830.pdf>. The package provides the ability to estimate a DFM model, obtain predictions from estimated models, and obtain the impact of new data releases on model predictions.
Getting started
Browse package contents
Package details |
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| Author | Daniel Hopp [aut, cre], Fernando Cantu [aut] |
| Maintainer | Daniel Hopp <daniel.hopp@un.org> |
| License | GPL-3 |
| Version | 1.0.0 |
| URL | https://github.com/dhopp1/nowcastDFM/ https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr830.pdf https://github.com/FRBNY-TimeSeriesAnalysis/Nowcasting |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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Try the nowcastDFM package in your browser
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