Predicting Economic Variables using Dynamic Factor Models

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Documentation for package ‘nowcasting’ version 1.1.4

Help Pages

nowcasting-package Nowcast Analysis and Create Real-Time Data Basis
base_extraction Create a real time data base
Bpanel Balanced panel
BRGDP Real Time Database of 100 economic variables from 12/11/2018
ICfactors Information criteria for determining the number of factors in a factors model
ICshocks Information criterion for determining the number of shocks in a factor model
month2qtr Monthly to quarterly transformation
nowcast Nowcasting of a quarterly time series using a dynamic factor model.
nowcast.plot Plot for the nowcast output function
nowcasting Nowcast Analysis and Create Real-Time Data Basis
NYFED Example of replication files in Giannone et al. 2008
PRTDB Pseudo Real Time Data Base
qtr2month Quarterly to monthly transformation
RTDB Create Real Time Data Base
USGDP Example of replication files in Giannone et al. 2008
USGDPshort Example of replication files in Banbura et al. 2011