This repository includes a notebook that documents the model (adapted from notes by Rex Du) and python code for the dfm class. The code is preliminary and in progress, use at your own peril.
Python code for dynamic facctor model. (Preliminary and in progress)
This repository includes a notebook that documents the model (adapted from notes by Rex Du) and python code for the dfm class. The code is preliminary and in progress, use at your own peril.
Python code for dynamic facctor model. (Preliminary and in progress)