Home
Packages
Datasets
Task Views
R resources
Packages
Toggle theme
Toggle Menu
Home
Packages
dfms
DFM
DFM function
Estimate a Dynamic Factor Model
Copy
dfms package
Read PDF manual
Maintainer: Sebastian Krantz
License: GPL-3
Last published: 2024-06-09
Useful links
https://github.com/SebKrantz/dfms/issues
https://sebkrantz.github.io/dfms/