Lists (1)
Stars
Estimation of the trend-cycle using methods robust to atypical points
Introductory guide to the art and science of data visualisation. Insights, advice, and examples (with code) to make data outputs more readable, accessible, and impactful.
DT Utilisation de modèles de régression à coefficients variant dans le temps pour la prévision conjoncturelle
Materials for the "Generalised Additive Models in R" workshop for Forecasting for Social Good.
DT Estimation en temps réel de la tendance-cycle : apport de l’utilisation des moyennes mobiles asymétriques
R access to nowcasting algorithms in JDemetra+ version 3.x
Code for Chinn, M. D., Meunier, B., Stumpner, S. (2023). "Nowcasting World Trade with Machine Learning: a Three-Step Approach", NBER Working Paper, No 31419, National Bureau of Economic Research
9e Rencontres R à Avignon, France, du 21 au 23 Juin 2023
R access to filtering algorithms in JDemetra+ version 3.x
R access to Tramo-Seats algorithm in JDemetra+ version 3.x
R access to X13-Arima algorithm in JDemetra+ version 3.x
Utility package for R access to JDemetra+ version 3.x algorithms
A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of economy)
The Time Series Data Library (TSDL) was created by Rob Hyndman, Professor of Statistics at Monash University, Australia.
R package for fast rolling and expanding linear regression models
R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.
ggplot2 extension for seasonal and trading day adjustment with JDemetra+ 3.0
Slides for a forecasting course based on "Forecasting: Principles and Practice"
R package to estimate time-varying coefficient regressions
Granger causality testing in High Dimensional Vector Autoregressive Models
R package that allows flexible use of the underlying X13-ARIMA-SEATS program
Functions, Data Sets and Vignettes to Aid in Learning Principal Components Analysis (PCA)