nmecsys / nowcasting

R package for Dynamic Factor Models with mixed frequencies and unbalanced panel :chart_with_downwards_trend:

nmecsys/nowcasting Issues

Back to CRAN?
Updated 19 days ago
Nowcasting with the EM algorithm without imposing block restrictions on the factors.
Updated a year ago4
Wrong result while replicating NYFED model
Updated 2 years ago
remNANs_spline() should not fail when rows have less than 80% of NANs
Updated 2 years ago1
using quarterly data to forecast quarterly variable
Closed 3 years ago1
Source code reference
Closed 3 years ago2
Nowcasting with more granular independent variables (e.g. weekly)
Updated 4 years ago
Column order matters?
Updated 4 years ago
Data transformation "trans = 7: quarterly rate of change "
Updated 4 years ago
Fatores dinâmicos
Updated 4 years ago
Kalman filtering and EM in Rcpp
Updated 5 years ago
Dúvida
Closed 7 years ago1