DT Utilisation de modèles de régression à coefficients variant dans le temps pour la prévision conjoncturelle

Materials for the "Generalised Additive Models in R" workshop for Forecasting for Social Good.

DT Estimation en temps réel de la tendance-cycle : apport de l’utilisation des moyennes mobiles asymétriques

R access to nowcasting algorithms in JDemetra+ version 3.x

Code for Chinn, M. D., Meunier, B., Stumpner, S. (2023). "Nowcasting World Trade with Machine Learning: a Three-Step Approach", NBER Working Paper, No 31419, National Bureau of Economic Research

9e Rencontres R à Avignon, France, du 21 au 23 Juin 2023

R access to filtering algorithms in JDemetra+ version 3.x

table farming

R access to Tramo-Seats algorithm in JDemetra+ version 3.x

R access to X13-Arima algorithm in JDemetra+ version 3.x

Utility package for R access to JDemetra+ version 3.x algorithms

An R package for computation of index numbers

A best-efforts collection of open-sourced macroeconomic models run by central banks and other official sector agencies (ie, ministries of economy)

The Time Series Data Library (TSDL) was created by Rob Hyndman, Professor of Statistics at Monash University, Australia.

R package for fast rolling and expanding linear regression models

R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.

ggplot2 extension for seasonal and trading day adjustment with JDemetra+ 3.0

Slides for a forecasting course based on "Forecasting: Principles and Practice"

R package to estimate time-varying coefficient regressions

Granger causality testing in High Dimensional Vector Autoregressive Models

R interface to JDemetra+ v 2.x

Implement Download Buttons in rmarkdown 💾

Functions, Data Sets and Vignettes to Aid in Learning Principal Components Analysis (PCA)

e-Rum2020 program and materials

Factor-Based Imputation for Missing Data

Copy Functions from Other Packages Without Adding Them As Dependencies