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 <daiane.mattos@fgv.br>
LicenseGPL-3
Version1.1.4
URL https://github.com/nmecsys/nowcasting
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("nowcasting")

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nowcasting documentation built on Aug. 1, 2019, 9:04 a.m.