nmecsys/nowcasting: Predicting Economic Variables using Dynamic Factor Models
It contains the tools to implement dynamic factor models to forecast economic variables. The user will be able to construct pseudo real time vintages, use information criteria for determining the number of factors and shocks, estimate the model, and visualize results among other things.
Getting started
Browse package contents
Package details |
|
|---|---|
| Maintainer | Daiane Marcolino de Mattos <daiane.mattos@fgv.br> |
| License | GPL-3 |
| Version | 1.1.2 |
| URL | https://github.com/nmecsys/nowcasting |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
