nowcastDFM
DFMs for Nowcasting

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nowcastDFM: DFMs for Nowcasting
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Man pages for nowcastDFM
DFMs for Nowcasting

dfmEstimating a dynamic factor model using the EM method.
gen_newsViewing the impact of new data on a nowcast.
predict_dfmPredictions from an estimated dynamic factor model.
nowcastDFM documentation built on Dec. 1, 2021, 5:07 p.m.

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