bimets: Time Series and Econometric Modeling
Time series analysis, (dis)aggregation and manipulation, e.g. time series extension, merge, projection, lag, lead, delta, moving and cumulative average and product, selection by index, date and year-period, conversion to daily, monthly, quarterly, (semi)annually. Simultaneous equation models definition, estimation, simulation and forecasting with coefficient restrictions, error autocorrelation, exogenization, add-factors, impact and interim multipliers analysis, conditional equation evaluation, endogenous targeting and model renormalization.
Version: |
1.5.3 |
Depends: |
R (≥ 3.3), xts, zoo |
Imports: |
stats |
Published: |
2021-02-04 |
Author: |
Andrea Luciani [aut, cre],
Roberto Stok [aut],
Bank of Italy [cph] |
Maintainer: |
Andrea Luciani <andrea.luciani at bancaditalia.it> |
License: |
GPL-3 |
NeedsCompilation: |
no |
Materials: |
README NEWS |
In views: |
Econometrics |
CRAN checks: |
bimets results |
Documentation:
Downloads:
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