Nothing
reviser: Analyzing Revisions in Real-Time Time Series Vintages
Analyzes revisions in real-time time series vintages. The package converts between wide revision triangles and tidy long vintages, extracts selected releases, computes revision series, visualizes vintage paths, and summarizes revision properties such as bias, dispersion, autocorrelation, and news-noise diagnostics. It also identifies efficient releases and estimates state-space models for revision nowcasting. Methods are based on Howrey (1978) <doi:10.2307/1924972>, Jacobs and Van Norden (2011) <doi:10.1016/j.jeconom.2010.04.010>, and Kishor and Koenig (2012) <doi:10.1198/jbes.2010.08169>.
Getting started
Package overview
README.md
Identifying an Efficient Release in Data Subject to Revisions
Introduction to reviser
Nowcasting revisions using the generalized Kishor-Koenig family
Nowcasting revisions using the Jacobs-Van Norden model
Revision Patterns and Statistics
The Role and Importance of Revisions in Time Series Data
Understanding Data Revisions
Browse package contents
Package details |
|
|---|---|
| Author | Marc Burri [aut, cre, cph] (ORCID: <https://orcid.org/0000-0001-8974-9090>), Philipp Wegmueller [aut, cph] |
| Maintainer | Marc Burri <marc.burri91@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.3.1 |
| URL | https://docs.ropensci.org/reviser/ https://github.com/ropensci/reviser |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the reviser package in your browser
Any scripts or data that you put into this service are public.
