bimets: 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.

Version: 1.5.1
Depends: R (≥ 3.3), xts, zoo
Imports: stats
Published: 2020-06-01
Author: Andrea Luciani [aut, cre], Roberto Stok [aut], Bank of Italy [cph]
Maintainer: Andrea Luciani <andrea.luciani at bancaditalia.it>
License: GPL-3
NeedsCompilation: no
Materials: README NEWS
In views: Econometrics
CRAN checks: bimets results

Downloads:

Reference manual: bimets.pdf
Vignettes: bimets
Package source: bimets_1.5.1.tar.gz
Windows binaries: r-devel: bimets_1.5.1.zip, r-release: bimets_1.5.1.zip, r-oldrel: bimets_1.5.1.zip
macOS binaries: r-release: bimets_1.5.1.tgz, r-oldrel: bimets_1.5.1.tgz
Old sources: bimets archive

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