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Equation Syntax Reference11 days ago
Overview | 1. Stochastic Equations | 2. Identity Equations | 3. Injected Parameters | 4. Lag Notation | 5. Priors | 6. Equation-specific Tau | 7. Dummy Variables
Estimating and Forecasting with the koma Package3 months ago
Overview | Define a small system | Build the system | Pick estimation and forecast ranges | Prepare the data | Estimate the model | Forecast and inspect
Extended Time Series (ets)3 months ago
Overview | Create an ets | Windowing and extending | Rates, levels, and anchors | Rebasing and aggregation | Arithmetic and subsetting | Using plain ts with estimate()
Executing koma in Parallel5 months ago
Introduction | Preliminaries | Sequential Execution | Parallel Execution with future::plan | Worker Setup | Windows | Linux | macOS
Estimating Klein's Model I5 months ago
Equations of Klein's Model | Stochastic equations | Equilibrium condition | Identities | Defining Klein's Model in R | Creating the SEM | Defing the Estimation and Forecast Dates | Preparing the Data | Estimating the Model | Forecasting
Estimating Small Macro Model for Switzerland5 months ago
Equations of the Small Macro Model | Defining the SEM in R | Creating the SEM | Defing the Estimation and Forecast Dates | Preparing the Data | Estimating the Model | Diagnostics | Forecasting | Conditional Forecasting
MCMC Diagnostics for Estimated SEM8 months ago
Overview | Build a Small Model | Prepare Data and Estimate | Trace Plots | Running Means | Autocorrelation Function (ACF) Plots | Interactive Diagnostics
Highest Probability Density (HPD): HDR and HDI8 months ago
Overview | Draws-based HPD summaries | Tuning HDR estimation | HDR and HDI from model estimates
Error Correction in a Small Open Economy Model9 months ago
Overview | Export ECM Intuition | Define the SEM | Create the SEM | Preparing the Data | Estimation and Forecast Dates | Estimating the Model | Forecasting