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.
|Author||Daniel Hopp [aut, cre], Fernando Cantu [aut]|
|Maintainer||Daniel Hopp <firstname.lastname@example.org>|
|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|
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