nowcasting: Predicting Economic Variables using Dynamic Factor Models

It contains the tools to implement dynamic factor models to forecast economic variables. The user will be able to construct pseudo real time vintages, use information criteria for determining the number of factors and shocks, estimate the model, and visualize results among other things.

Getting started

Package details

AuthorDaiane Marcolino de Mattos [aut, cre], Pedro Costa Ferreira [aut], Serge de Valk [aut], Guilherme Branco Gomes [aut]
MaintainerDaiane Marcolino de Mattos <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the nowcasting package in your browser

Any scripts or data that you put into this service are public.

nowcasting documentation built on Nov. 27, 2018, 5:04 p.m.