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, rational expectations, endogenous targeting and model renormalization, structural stability, stochastic simulation and forecast, optimal control.
Version: | 4.0.2 |
Depends: | R (≥ 4.0), xts, zoo |
Imports: | stats |
Published: | 2024-08-16 |
DOI: | 10.32614/CRAN.package.bimets |
Author: | Andrea Luciani [aut, cre], Roberto Stok [aut], Bank of Italy [cph] |
Maintainer: | Andrea Luciani <andrea.luciani at bancaditalia.it> |
BugReports: | https://github.com/andrea-luciani/bimets/issues |
License: | GPL-3 |
URL: | https://github.com/andrea-luciani/bimets |
NeedsCompilation: | no |
Materials: | README NEWS |
In views: | Econometrics |
CRAN checks: | bimets results |
Reference manual: | bimets.pdf |
Vignettes: |
Getting started with bimets (source, R code) US Federal Reserve quarterly model (FRB/US) in R with bimets (source, R code) |
Package source: | bimets_4.0.2.tar.gz |
Windows binaries: | r-devel: bimets_4.0.2.zip, r-release: bimets_4.0.2.zip, r-oldrel: bimets_4.0.2.zip |
macOS binaries: | r-release (arm64): bimets_4.0.2.tgz, r-oldrel (arm64): bimets_4.0.2.tgz, r-release (x86_64): bimets_4.0.2.tgz, r-oldrel (x86_64): bimets_4.0.2.tgz |
Old sources: | bimets archive |
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