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.


Reference manual

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1.5.1 by Andrea Luciani, 6 months ago

Browse source code at https://github.com/cran/bimets

Authors: Andrea Luciani [aut, cre] , Roberto Stok [aut] , Bank of Italy [cph]

Documentation:   PDF Manual  

Task views: Econometrics

GPL-3 license

Imports stats

Depends on xts, zoo

See at CRAN