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  "Title": "Time Series and Econometric Modeling",
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  "Date": "2025-11-20",
  "Authors@R": "c(person(\"Andrea\", \"Luciani\", email = \"andrea.luciani@bancaditalia.it\", role = c(\"aut\", \"cre\"), comment = c(ORCID = \"0000-0002-7372-358X\")), person(\"Roberto\", \"Stok\", email = \"roberto.stok@bancaditalia.it\", role = c(\"aut\")), person(\"Bank of Italy\",role = c(\"cph\")))",
  "Maintainer": "Andrea Luciani <andrea.luciani@bancaditalia.it>",
  "Author": "Andrea Luciani [aut, cre]\n(<https://orcid.org/0000-0002-7372-358X>), Roberto Stok [aut],\nBank of Italy [cph]",
  "ByteCompile": "no",
  "Description": "Time series analysis, (dis)aggregation and manipulation,\ne.g. time series extension, merge, projection, lag, lead,\ndelta, moving and cumulative average and product, selection by\nindex, date and year-period, conversion to daily, monthly,\nquarterly, (semi)annually. Simultaneous equation models\ndefinition, estimation, simulation and forecasting with\ncoefficient restrictions, error autocorrelation, exogenization,\nadd-factors, impact and interim multipliers analysis,\nconditional equation evaluation, rational expectations,\nendogenous targeting and model renormalization, structural\nstability, stochastic simulation and forecast, optimal control,\nby A. Luciani (2022) <doi:10.13140/RG.2.2.31160.83202>.",
  "LazyData": "true",
  "License": "GPL-3",
  "Encoding": "UTF-8",
  "BugReports": "https://github.com/andrea-luciani/bimets/issues",
  "URL": "https://github.com/andrea-luciani/bimets",
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  "Packaged": {
    "Date": "2026-05-08 09:21:34 UTC",
    "User": "root"
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  "Date/Publication": "2025-11-03 18:14:21 UTC",
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    "committer": "GitHub <noreply@github.com>",
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    "econometrics",
    "optimal-control",
    "rational-expectations",
    "simultaneous-equation-model",
    "simultaneous-equations",
    "stochastic-simulation",
    "structural-equation-modeling",
    "time-series"
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    "name": "Andrea Luciani",
    "description": "Technical Advisor for the Directorate General for Economics, Statistics and Research at the Bank of Italy"
  },
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  "_assets": [
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    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/andrea-luciani/bimets",
  "_realowner": "andrea-luciani",
  "_cranurl": true,
  "_releases": [
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      "version": "1.4.0",
      "date": "2019-06-06"
    },
    {
      "version": "1.4.1",
      "date": "2019-09-03"
    },
    {
      "version": "1.4.2",
      "date": "2019-10-19"
    },
    {
      "version": "1.4.3",
      "date": "2020-03-17"
    },
    {
      "version": "1.5.0",
      "date": "2020-05-29"
    },
    {
      "version": "1.5.1",
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    },
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      "date": "2021-01-05"
    },
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      "version": "1.5.3",
      "date": "2021-02-04"
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      "date": "2022-02-22"
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      "date": "2022-04-02"
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      "date": "2022-06-15"
    },
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      "version": "2.2.0",
      "date": "2022-09-02"
    },
    {
      "version": "2.3.0",
      "date": "2023-02-09"
    },
    {
      "version": "3.0.1",
      "date": "2023-05-15"
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      "version": "3.0.2",
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      "version": "4.0.1",
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  "_exports": [
    "A1D",
    "ANNUAL",
    "as.bimets",
    "BIMETS2CSV",
    "CSV2BIMETS",
    "CUMPROD",
    "CUMSUM",
    "CUMULO",
    "DAILY",
    "date2yp",
    "DELTA",
    "DELTAP",
    "ELIMELS",
    "ESTIMATE",
    "EXTEND",
    "frequency.xts",
    "fromBIMETStoTS",
    "fromBIMETStoXTS",
    "fromTStoXTS",
    "fromXTStoTS",
    "getBIMETSconf",
    "GETDATE",
    "GETRANGE",
    "GETYEARPERIOD",
    "INDEXNUM",
    "INTS",
    "is.bimets",
    "LOAD_MODEL",
    "LOAD_MODEL_DATA",
    "LOCS",
    "MAVE",
    "MONTHLY",
    "MOVAVG",
    "MOVSUM",
    "MOVTOT",
    "MSUM",
    "MTOT",
    "MULTMATRIX",
    "NAMELIST",
    "NOELS",
    "normalizeYP",
    "NUMPERIOD",
    "OPTIMIZE",
    "print.BIMETS_MODEL",
    "QUARTERLY",
    "RENORM",
    "SEMIANNUAL",
    "setBIMETSconf",
    "SIMULATE",
    "STOCHSIMULATE",
    "summary.BIMETS_MODEL",
    "TABIT",
    "TIMESERIES",
    "TSDATES",
    "TSDELTA",
    "TSDELTALOG",
    "TSDELTAP",
    "TSERIES",
    "TSEXTEND",
    "TSINFO",
    "TSJOIN",
    "TSLAG",
    "TSLEAD",
    "TSLOOK",
    "TSMERGE",
    "TSPROJECT",
    "TSTRIM",
    "VERIFY_MAGNITUDE",
    "YEARLY",
    "ym2yp",
    "yq2yp"
  ],
  "_datasets": [
    {
      "name": "FRB__MCAP__WP__MODEL",
      "title": "BIMETS Internal Datasets",
      "object": "FRB__MCAP__WP__MODEL",
      "class": [
        "character"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "FRB__MODEL",
      "title": "BIMETS Internal Datasets",
      "object": "FRB__MODEL",
      "class": [
        "character"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "LONGBASE",
      "title": "BIMETS Internal Datasets",
      "object": "LONGBASE",
      "class": [
        "list"
      ],
      "fields": [],
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "bimets-package",
      "title": "bimets :: Time Series And Econometric Modeling In R",
      "topics": [
        "bimets-package",
        "bimets"
      ]
    },
    {
      "page": "A1D",
      "title": "A1D",
      "topics": [
        "A1D"
      ]
    },
    {
      "page": "ANNUAL",
      "title": "Annual Time Series (Dis)Aggregation",
      "topics": [
        "ANNUAL",
        "YEARLY"
      ]
    },
    {
      "page": "as.bimets",
      "title": "Convert a Time Series to BIMETS",
      "topics": [
        "as.bimets"
      ]
    },
    {
      "page": "BIMETS2CSV",
      "title": "BIMETS2CSV",
      "topics": [
        "BIMETS2CSV"
      ]
    },
    {
      "page": "bimetsConf",
      "title": "BIMETS Global Options Configuration",
      "topics": [
        "BIMETS configuration",
        "bimetsConf",
        "getBIMETSconf",
        "setBIMETSconf"
      ]
    },
    {
      "page": "bimetsDataset",
      "title": "BIMETS Internal Datasets",
      "topics": [
        "BIMETS Datasets",
        "FRB__MCAP__WP__MODEL",
        "FRB__MODEL",
        "LONGBASE"
      ]
    },
    {
      "page": "CSV2BIMETS",
      "title": "CSV2BIMETS",
      "topics": [
        "CSV2BIMETS"
      ]
    },
    {
      "page": "CUMPROD",
      "title": "Cumulative Product",
      "topics": [
        "CUMPROD"
      ]
    },
    {
      "page": "CUMSUM",
      "title": "Cumulative Sum",
      "topics": [
        "CUMSUM",
        "CUMULO"
      ]
    },
    {
      "page": "DAILY",
      "title": "Daily Time Series (Dis)Aggregation",
      "topics": [
        "DAILY"
      ]
    },
    {
      "page": "date2yp",
      "title": "Date to Year-Period Conversion",
      "topics": [
        "date2yp"
      ]
    },
    {
      "page": "ELIMELS",
      "title": "Eliminate Elements from Arrays or Time Series",
      "topics": [
        "ELIMELS"
      ]
    },
    {
      "page": "ESTIMATE",
      "title": "Estimate a BIMETS model",
      "topics": [
        "ESTIMATE"
      ]
    },
    {
      "page": "frequency",
      "title": "Frequency of a Time Series",
      "topics": [
        "frequency",
        "frequency.xts"
      ]
    },
    {
      "page": "fromBIMETStoTS",
      "title": "Convert BIMETS to TS",
      "topics": [
        "fromBIMETStoTS"
      ]
    },
    {
      "page": "fromBIMETStoXTS",
      "title": "Convert BIMETS to XTS",
      "topics": [
        "fromBIMETStoXTS"
      ]
    },
    {
      "page": "fromTStoXTS",
      "title": "Convert TS to XTS",
      "topics": [
        "fromTStoXTS"
      ]
    },
    {
      "page": "fromXTStoTS",
      "title": "Convert XTS to TS",
      "topics": [
        "fromXTStoTS"
      ]
    },
    {
      "page": "GETDATE",
      "title": "Retrieve Dates of Time Series",
      "topics": [
        "GETDATE"
      ]
    },
    {
      "page": "GETRANGE",
      "title": "Time Series Common Range",
      "topics": [
        "GETRANGE"
      ]
    },
    {
      "page": "GETYEARPERIOD",
      "title": "Get Time Series Year-Period",
      "topics": [
        "GETYEARPERIOD",
        "TSDATES"
      ]
    },
    {
      "page": "idxOver",
      "title": "BIMETS Time Series Indexing",
      "topics": [
        "BIMETS indexing",
        "idxOver"
      ]
    },
    {
      "page": "INDEXNUM",
      "title": "Rebase a Time Series",
      "topics": [
        "INDEXNUM"
      ]
    },
    {
      "page": "INTS",
      "title": "Create Range of Indices",
      "topics": [
        "INTS"
      ]
    },
    {
      "page": "is.bimets",
      "title": "Check the Compliance of a Time Series",
      "topics": [
        "is.bimets"
      ]
    },
    {
      "page": "LOAD_MODEL",
      "title": "Load a BIMETS model description file",
      "topics": [
        "LOAD_MODEL"
      ]
    },
    {
      "page": "LOAD_MODEL_DATA",
      "title": "Load time series data into a BIMETS model",
      "topics": [
        "LOAD_MODEL_DATA"
      ]
    },
    {
      "page": "LOCS",
      "title": "Select Time Series Indices",
      "topics": [
        "LOCS"
      ]
    },
    {
      "page": "MDL",
      "title": "BIMETS Model Description Language",
      "topics": [
        "MDL"
      ]
    },
    {
      "page": "MONTHLY",
      "title": "Monthly Time Series (Dis)Aggregation",
      "topics": [
        "MONTHLY"
      ]
    },
    {
      "page": "MOVAVG",
      "title": "Moving Average",
      "topics": [
        "MAVE",
        "MOVAVG"
      ]
    },
    {
      "page": "MOVTOT",
      "title": "Moving Sum",
      "topics": [
        "MOVSUM",
        "MOVTOT",
        "MSUM",
        "MTOT"
      ]
    },
    {
      "page": "MULTMATRIX",
      "title": "Compute the multiplier matrix of a BIMETS model",
      "topics": [
        "MULTMATRIX"
      ]
    },
    {
      "page": "NAMELIST",
      "title": "Named List of Time Series",
      "topics": [
        "NAMELIST"
      ]
    },
    {
      "page": "NOELS",
      "title": "Count Elements",
      "topics": [
        "NOELS"
      ]
    },
    {
      "page": "normalizeYP",
      "title": "Normalize Year-Period Array",
      "topics": [
        "normalizeYP"
      ]
    },
    {
      "page": "NUMPERIOD",
      "title": "Distance Between Two Year-Periods",
      "topics": [
        "NUMPERIOD"
      ]
    },
    {
      "page": "OPTIMIZE",
      "title": "Optimal control of a BIMETS model",
      "topics": [
        "OPTIMIZE"
      ]
    },
    {
      "page": "QUARTERLY",
      "title": "Quarterly (Dis)Aggregation",
      "topics": [
        "QUARTERLY"
      ]
    },
    {
      "page": "RENORM",
      "title": "Endogenous targeting of a BIMETS model.",
      "topics": [
        "RENORM"
      ]
    },
    {
      "page": "SEMIANNUAL",
      "title": "Semiannual (Dis)Aggregation",
      "topics": [
        "SEMIANNUAL"
      ]
    },
    {
      "page": "SIMULATE",
      "title": "Simulation of a BIMETS model",
      "topics": [
        "SIMULATE"
      ]
    },
    {
      "page": "STOCHSIMULATE",
      "title": "Stochastic simulation of a BIMETS model",
      "topics": [
        "STOCHSIMULATE"
      ]
    },
    {
      "page": "summary.BIMETS_MODEL",
      "title": "Print basic information about a BIMETS model",
      "topics": [
        "print",
        "print.BIMETS_MODEL",
        "summary",
        "summary.BIMETS_MODEL"
      ]
    },
    {
      "page": "TABIT",
      "title": "Print Time Series Data",
      "topics": [
        "TABIT"
      ]
    },
    {
      "page": "TSDELTA",
      "title": "Time Series Lag Differences (Delta)",
      "topics": [
        "DELTA",
        "TSDELTA"
      ]
    },
    {
      "page": "TSDELTALOG",
      "title": "Time Series Lag Logarithmic Differences",
      "topics": [
        "TSDELTALOG"
      ]
    },
    {
      "page": "TSDELTAP",
      "title": "Time Series Percentage Lag Differences (Delta Percentage)",
      "topics": [
        "DELTAP",
        "TSDELTAP"
      ]
    },
    {
      "page": "TSERIES",
      "title": "Create a Time Series",
      "topics": [
        "TIMESERIES",
        "TSERIES"
      ]
    },
    {
      "page": "TSEXTEND",
      "title": "Extend Time Series",
      "topics": [
        "EXTEND",
        "TSEXTEND"
      ]
    },
    {
      "page": "TSINFO",
      "title": "Get Time Series Info",
      "topics": [
        "TSINFO"
      ]
    },
    {
      "page": "TSJOIN",
      "title": "Join Time Series",
      "topics": [
        "TSJOIN"
      ]
    },
    {
      "page": "TSLAG",
      "title": "Lag Time Series",
      "topics": [
        "TSLAG"
      ]
    },
    {
      "page": "TSLEAD",
      "title": "Lead Time Series",
      "topics": [
        "TSLEAD"
      ]
    },
    {
      "page": "TSLOOK",
      "title": "Lookup a Time Series",
      "topics": [
        "TSLOOK"
      ]
    },
    {
      "page": "TSMERGE",
      "title": "Merge Time Series",
      "topics": [
        "TSMERGE"
      ]
    },
    {
      "page": "TSPROJECT",
      "title": "Project a Time series",
      "topics": [
        "TSPROJECT"
      ]
    },
    {
      "page": "TSTRIM",
      "title": "Trim a Time Series",
      "topics": [
        "TSTRIM"
      ]
    },
    {
      "page": "VERIFY_MAGNITUDE",
      "title": "Time Series Magnitude Test",
      "topics": [
        "VERIFY_MAGNITUDE"
      ]
    },
    {
      "page": "ym2yp",
      "title": "yearmon to Year-Period Conversion",
      "topics": [
        "ym2yp"
      ]
    },
    {
      "page": "yq2yp",
      "title": "yearqtr to Year-Period Conversion",
      "topics": [
        "yq2yp"
      ]
    }
  ],
  "_readme": "https://github.com/andrea-luciani/bimets/raw/HEAD/README.md",
  "_rundeps": [
    "lattice",
    "xts",
    "zoo"
  ],
  "_vignettes": [
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