Package: bimets 4.0.2

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

Authors:Andrea Luciani [aut, cre], Roberto Stok [aut], Bank of Italy [cph]

bimets_4.0.2.tar.gz
bimets_4.0.2.zip(r-4.5)bimets_4.0.2.zip(r-4.4)bimets_4.0.2.zip(r-4.3)
bimets_4.0.2.tgz(r-4.4-any)bimets_4.0.2.tgz(r-4.3-any)
bimets_4.0.2.tar.gz(r-4.5-noble)bimets_4.0.2.tar.gz(r-4.4-noble)
bimets_4.0.2.tgz(r-4.4-emscripten)bimets_4.0.2.tgz(r-4.3-emscripten)
bimets.pdf |bimets.html✨
bimets/json (API)
NEWS

# Install 'bimets' in R:
install.packages('bimets', repos = c('https://andrea-luciani.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/andrea-luciani/bimets/issues

Datasets:

On CRAN:

econometricsoptimal-controlsimultaneous-equationsstochastic-simulationstructural-equation-modelingtime-series

6.10 score 14 stars 30 scripts 733 downloads 69 exports 3 dependencies

Last updated 3 months agofrom:dfdeff0688. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 15 2024
R-4.5-winOKNov 15 2024
R-4.5-linuxOKNov 15 2024
R-4.4-winOKNov 15 2024
R-4.4-macOKNov 15 2024
R-4.3-winOKNov 15 2024
R-4.3-macOKNov 15 2024

Exports:A1DANNUALas.bimetsCUMPRODCUMSUMCUMULODAILYdate2ypDELTADELTAPELIMELSESTIMATEEXTENDfrequency.xtsfromBIMETStoTSfromBIMETStoXTSfromTStoXTSfromXTStoTSgetBIMETSconfGETDATEGETRANGEGETYEARPERIODINDEXNUMINTSis.bimetsLOAD_MODELLOAD_MODEL_DATALOCSMAVEMONTHLYMOVAVGMOVSUMMOVTOTMSUMMTOTMULTMATRIXNAMELISTNOELSnormalizeYPNUMPERIODOPTIMIZEprint.BIMETS_MODELQUARTERLYRENORMSEMIANNUALsetBIMETSconfSIMULATESTOCHSIMULATEsummary.BIMETS_MODELTABITTIMESERIESTSDATESTSDELTATSDELTALOGTSDELTAPTSERIESTSEXTENDTSINFOTSJOINTSLAGTSLEADTSLOOKTSMERGETSPROJECTTSTRIMVERIFY_MAGNITUDEYEARLYym2ypyq2yp

Dependencies:latticextszoo

Getting started with bimets

Rendered frombimets.Rnwusingutils::Sweaveon Nov 15 2024.

Last update: 2024-08-17
Started: 2022-02-02

US Federal Reserve quarterly model (FRB/US) in R with bimets

Rendered fromfrb2bimets.Rnwusingutils::Sweaveon Nov 15 2024.

Last update: 2024-08-17
Started: 2024-07-10

Readme and manuals

Help Manual

Help pageTopics
bimets :: Time Series And Econometric Modeling In Rbimets-package bimets
A1DA1D
Annual Time Series (Dis)AggregationANNUAL YEARLY
Convert a Time Series to BIMETSas.bimets
BIMETS Global Options ConfigurationBIMETS configuration bimetsConf getBIMETSconf setBIMETSconf
BIMETS Internal DatasetsBIMETS Datasets FRB__MCAP__WP__MODEL FRB__MODEL LONGBASE
Cumulative ProductCUMPROD
Cumulative SumCUMSUM CUMULO
Daily Time Series (Dis)AggregationDAILY
Date to Year-Period Conversiondate2yp
Eliminate Elements from Arrays or Time SeriesELIMELS
Estimate a BIMETS modelESTIMATE
Frequency of a Time Seriesfrequency frequency.xts
Convert BIMETS to TSfromBIMETStoTS
Convert BIMETS to XTSfromBIMETStoXTS
Convert TS to XTSfromTStoXTS
Convert XTS to TSfromXTStoTS
Retrieve Dates of Time SeriesGETDATE
Time Series Common RangeGETRANGE
Get Time Series Year-PeriodGETYEARPERIOD TSDATES
BIMETS Time Series IndexingBIMETS indexing idxOver
Rebase a Time SeriesINDEXNUM
Create Range of IndicesINTS
Check the Compliance of a Time Seriesis.bimets
Load a BIMETS model description fileLOAD_MODEL
Load time series data into a BIMETS modelLOAD_MODEL_DATA
Select Time Series IndicesLOCS
BIMETS Model Description LanguageMDL
Monthly Time Series (Dis)AggregationMONTHLY
Moving AverageMAVE MOVAVG
Moving SumMOVSUM MOVTOT MSUM MTOT
Compute the multiplier matrix of a BIMETS modelMULTMATRIX
Named List of Time SeriesNAMELIST
Count ElementsNOELS
Normalize Year-Period ArraynormalizeYP
Distance Between Two Year-PeriodsNUMPERIOD
Optimal control of a BIMETS modelOPTIMIZE
Quarterly (Dis)AggregationQUARTERLY
Endogenous targeting of a BIMETS model.RENORM
Semiannual (Dis)AggregationSEMIANNUAL
Simulation of a BIMETS modelSIMULATE
Stochastic simulation of a BIMETS modelSTOCHSIMULATE
Print basic information about a BIMETS modelprint print.BIMETS_MODEL summary summary.BIMETS_MODEL
Print Time Series DataTABIT
Time Series Lag Differences (Delta)DELTA TSDELTA
Time Series Lag Logarithmic DifferencesTSDELTALOG
Time Series Percentage Lag Differences (Delta Percentage)DELTAP TSDELTAP
Create a Time SeriesTIMESERIES TSERIES
Extend Time SeriesEXTEND TSEXTEND
Get Time Series InfoTSINFO
Join Time SeriesTSJOIN
Lag Time SeriesTSLAG
Lead Time SeriesTSLEAD
Lookup a Time SeriesTSLOOK
Merge Time SeriesTSMERGE
Project a Time seriesTSPROJECT
Trim a Time SeriesTSTRIM
Time Series Magnitude TestVERIFY_MAGNITUDE
yearmon to Year-Period Conversionym2yp
yearqtr to Year-Period Conversionyq2yp