Man pages for nowcasting
Predicting Economic Variables using Dynamic Factor Models

base_extractionCreate a real time data base
BpanelBalanced panel
BRGDPReal Time Database of 100 economic variables from 12/11/2018
ICfactorsInformation criteria for determining the number of factors in...
ICshocksInformation criterion for determining the number of shocks in...
month2qtrMonthly to quarterly transformation
nowcastNowcasting of a quarterly time series using a dynamic factor...
nowcastingNowcast Analysis and Create Real-Time Data Basis
nowcast.plotPlot for the nowcast output function
PRTDBPseudo Real Time Data Base
qtr2monthQuarterly to monthly transformation
RTDBCreate Real Time Data Base
USGDPExample of replication files in Giannone et al. 2008
USGDPshortExample of replication files in Banbura et al. 2011
nowcasting documentation built on Nov. 27, 2018, 5:04 p.m.