Package: bimets

Type: Package

Title: Time Series and Econometric Modeling

Version: 4.0.3

Date: 2024-11-25

Authors@R: c(person("Andrea", "Luciani", email = "[email protected]", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-7372-358X")), person("Roberto", "Stok", email = "[email protected]", role = c("aut")), person("Bank of Italy",role = c("cph")))

Maintainer: Andrea Luciani <[email protected]>

Author: Andrea Luciani [aut, cre] (<https://orcid.org/0000-0002-7372-358X>), Roberto Stok [aut], Bank of Italy [cph]

ByteCompile: no

Description: 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, rational expectations, endogenous targeting and model renormalization, structural stability, stochastic simulation and forecast, optimal control.

Depends: R (>= 4.0), xts, zoo

Imports: stats

LazyData: true

License: GPL-3

Encoding: UTF-8

BugReports: https://github.com/andrea-luciani/bimets/issues

URL: https://github.com/andrea-luciani/bimets

NeedsCompilation: no

Packaged: 2024-12-02 15:24:32 UTC; m025732