KOF: KOF Barometer - Swiss Business Cycle Indicator

In tstools: A Time Series Toolbox for Official Statistics

KOF Barometer - Swiss Business Cycle Indicator

Description

A list of time series containing two time series the KOF Barometer and the growth of Swiss GDP over time. KOF Barometer is a monthly business cycle indicator computed by the KOF Swiss Economic Institute. The GDP growth rate is used as a reference series to the Barometer.

Usage

KOF

Format

A list of two time series of class ts

kofbarometer

KOF Barometer Indicator

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reference

Reference series to KOF Barometer, change in Swiss GDP compared to previous month

baro_point_fc

Auto Arima point forecast of the KOF Barometer

baro_lo_80

Auto Arima 80 percent CI lower bound of the KOF Barometer forecast

baro_hi_80

Auto Arima 80 percent CI upper bound of the KOF Barometer forecast

baro_lo_95

Auto Arima 95 percent CI lower bound of the KOF Barometer forecast

baro_hi_95

Auto Arima 95 percent CI upper bound of the KOF Barometer forecast

...

Source

https://kof.ethz.ch/en/forecasts-and-indicators/indicators/kof-economic-barometer.html

tstools documentation built on June 7, 2023, 5:13 p.m.