nelson16silva/wavdrcast: Wavelet-Based Direct Multistep Forecast

Evaluate wavelet-based signal estimation by means of direct multi-step forecast criterion. It focus on getting good specification of wavelet model to estimate core inflation measures and output gap.

Getting started

Package details

AuthorNelson Silva [aut, cre]
Maintainer
LicenseMIT + file LICENSE
Version0.0.0.9000
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("nelson16silva/wavdrcast")
nelson16silva/wavdrcast documentation built on April 25, 2021, 7:03 a.m.