bimets4.0.2 package

Time Series and Econometric Modeling

TSLEAD

Lead Time Series

normalizeYP

Normalize Year-Period Array

NUMPERIOD

Distance Between Two Year-Periods

OPTIMIZE

Optimal control of a BIMETS model

TSLAG

Lag Time Series

A1D

A1D

ANNUAL

Annual Time Series (Dis)Aggregation

as.bimets

Convert a Time Series to BIMETS

bimets-package

bimets :: Time Series And Econometric Modeling In R

bimetsConf

BIMETS Global Options Configuration

bimetsDataset

BIMETS Internal Datasets

CUMPROD

Cumulative Product

QUARTERLY

Quarterly (Dis)Aggregation

CUMSUM

Cumulative Sum

DAILY

Daily Time Series (Dis)Aggregation

date2yp

Date to Year-Period Conversion

ELIMELS

Eliminate Elements from Arrays or Time Series

ESTIMATE

Estimate a BIMETS model

frequency

Frequency of a Time Series

fromBIMETStoTS

Convert BIMETS to TS

fromBIMETStoXTS

Convert BIMETS to XTS

fromTStoXTS

Convert TS to XTS

fromXTStoTS

Convert XTS to TS

GETDATE

Retrieve Dates of Time Series

GETRANGE

Time Series Common Range

GETYEARPERIOD

Get Time Series Year-Period

idxOver

BIMETS Time Series Indexing

INDEXNUM

Rebase a Time Series

INTS

Create Range of Indices

is.bimets

Check the Compliance of a Time Series

LOAD_MODEL_DATA

Load time series data into a BIMETS model

LOAD_MODEL

Load a BIMETS model description file

LOCS

Select Time Series Indices

MDL

BIMETS Model Description Language

MONTHLY

Monthly Time Series (Dis)Aggregation

MOVAVG

Moving Average

MOVTOT

Moving Sum

MULTMATRIX

Compute the multiplier matrix of a BIMETS model

NAMELIST

Named List of Time Series

NOELS

Count Elements

RENORM

Endogenous targeting of a BIMETS model.

SEMIANNUAL

Semiannual (Dis)Aggregation

SIMULATE

Simulation of a BIMETS model

STOCHSIMULATE

Stochastic simulation of a BIMETS model

summary.BIMETS_MODEL

Print basic information about a BIMETS model

TABIT

Print Time Series Data

TSDELTA

Time Series Lag Differences (Delta)

TSDELTALOG

Time Series Lag Logarithmic Differences

TSDELTAP

Time Series Percentage Lag Differences (Delta Percentage)

TSERIES

Create a Time Series

TSEXTEND

Extend Time Series

TSINFO

Get Time Series Info

TSJOIN

Join Time Series

TSLOOK

Lookup a Time Series

TSMERGE

Merge Time Series

TSPROJECT

Project a Time series

TSTRIM

Trim a Time Series

VERIFY_MAGNITUDE

Time Series Magnitude Test

ym2yp

yearmon to Year-Period Conversion

yq2yp

yearqtr to Year-Period Conversion

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, rational expectations, endogenous targeting and model renormalization, structural stability, stochastic simulation and forecast, optimal control.

  • Maintainer: Andrea Luciani
  • License: GPL-3
  • Last published: 2024-08-16