bimets (1.4.1)

Time Series and Econometric Modeling.

http://cran.r-project.org/web/packages/bimets

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.

Maintainer: Andrea Luciani
Author(s): Andrea Luciani [aut, cre], Roberto Stok [aut], Bank of Italy [cph]

License: EUPL

Uses: xts, zoo

Released 3 months ago.