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bimets

Time Series and Econometric Modeling

Time series analysis, (dis)aggregation and manipulation, e.g. time series extension, merge, projection, lag, lead, delta, moving and cumulative average and product, selection by index, date and year-period, conversion to daily, monthly, quarterly, (semi)annually. Simultaneous equation models definition, estimation, simulation and forecasting with coefficient restrictions, error autocorrelation, exogenization, add-factors, impact and interim multipliers analysis, conditional equation evaluation, endogenous targeting and model renormalization.

Functions (56)

bimets

Time Series and Econometric Modeling

v1.5.3
GPL-3
Authors
Andrea Luciani [aut, cre], Roberto Stok [aut], Bank of Italy [cph]
Initial release
2021-02-04

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