rm_outliers.fredmd: Remove outliers of the FRED-MD Data Set
In cykbennie/fbi: Factor-Based Imputation and FRED-MD/QD Data Set
rm_outliers.fredmd R Documentation
Remove outliers of the FRED-MD Data Set
Description
rm_outliers.fredmd removes outliers of the FRED-MD data set produced by
the fredmd function.
Usage
rm_outliers.fredmd(object)
Arguments
object
an object of class fredmd.
Value
FRED-MD data of class fredmd with outliers removed.
Author(s)
Yankang (Bennie) Chen <yankang.chen@yale.edu>
References
Michael W. McCracken and Serena Ng (2015), FRED-MD and FRED-QD: Monthly and Quarterly Databases for Macroeconomic Research.
https://research.stlouisfed.org/econ/mccracken/fred-databases/
cykbennie/fbi documentation built on Jan. 24, 2025, 5:59 p.m.
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| rm_outliers.fredmd | R Documentation |
Remove outliers of the FRED-MD Data Set
Description
rm_outliers.fredmd removes outliers of the FRED-MD data set produced by
the fredmd function.
Usage
rm_outliers.fredmd(object)
Arguments
object |
an object of class |
Value
FRED-MD data of class fredmd with outliers removed.
Author(s)
Yankang (Bennie) Chen <yankang.chen@yale.edu>
References
Michael W. McCracken and Serena Ng (2015), FRED-MD and FRED-QD: Monthly and Quarterly Databases for Macroeconomic Research. https://research.stlouisfed.org/econ/mccracken/fred-databases/
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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