Predicting Economic Variables using Dynamic Factor Models

It contains the tools to implement dynamic factor models to forecast economic variables. The user will be able to construct pseudo real time vintages, use information criteria for determining the number of factors and shocks, estimate the model, and visualize results among other things.


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Reference manual

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install.packages("nowcasting")

1.1.4 by Daiane Marcolino de Mattos, 4 months ago


https://github.com/nmecsys/nowcasting


Report a bug at https://github.com/nmecsys/nowcasting/issues


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


Authors: Daiane Marcolino de Mattos [aut, cre] , Pedro Costa Ferreira [aut] , Serge de Valk [aut] , Guilherme Branco Gomes [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports corpcor, httr, lubridate, matlab, RCurl, xts, zoo, DBI, magic, RMySQL, Matrix, vars, stats

Suggests knitr, rmarkdown


See at CRAN