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.


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Reference manual

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install.packages("bimets")

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