nowcasting: 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.

Version: 1.0.0
Depends: R (≥ 3.4.0)
Imports: corpcor, httr, lubridate, matlab, RCurl, xts, zoo, DBI, magic, RMySQL, Matrix, vars, stats
Suggests: knitr, rmarkdown
Published: 2018-11-27
Author: Daiane Marcolino de Mattos [aut, cre], Pedro Costa Ferreira [aut], Serge de Valk [aut], Guilherme Branco Gomes [aut]
Maintainer: Daiane Marcolino de Mattos <daiane.mattos at>
License: GPL-3
NeedsCompilation: no
CRAN checks: nowcasting results


Reference manual: nowcasting.pdf
Package source: nowcasting_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: nowcasting_1.0.0.tgz, r-oldrel: nowcasting_1.0.0.tgz
Old sources: nowcasting archive


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