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.


Reference manual

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1.1.4 by Daiane Marcolino de Mattos, 2 years ago

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Browse source code at

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