PRTDB: Pseudo Real Time Data Base

In nmecsys/nowcasting: Predicting Economic Variables using Dynamic Factor Models

Description

Create a pseudo real time data base based on data and delays of disclosure stipulated by the user.

Usage

PRTDB(mts, delay, vintage = Sys.Date())

Arguments

mts	A mts with the series data.
delay	A numeric vector with the delay in days the information is available after the reference month. Each element corresponds to the series in the respective column in mts.
vintage	The day when the data is supposed to be collected.

Value

A mts with the series transformed.

Examples

# Pseudo Real Time Data Base from data base BRGDP
PRTDB(mts = BRGDP$base, delay = BRGDP$delay, vintage = "2017-10-01")

nmecsys/nowcasting documentation built on July 15, 2019, 12:57 p.m.