Package index • rjd3nowcasting

All functions

create_model(): Create Dynamic Factor Model

estimate_em(): Estimate DFM with Expectations-Maximization algorithm

estimate_ml(): Estimate DFM with Maximum Likelihood

estimate_pca(): Estimate DFM with Principal components Analysis

get_forecasts(): Get DFM forecasts

get_news(): DFM News analysis

get_results(): Get DFM results

data0 data1: Datasets including some French macro-economic variables

plot(<JD3_DfmForecasts>): Plot function for objects of class 'JD3_DfmForecasts'

plot(<JD3_DfmNews>): Plot function for objects of class 'JD3_DfmNews'

print(<JD3_DfmEstimates>): Print function for objects of class 'JD3_DfmEstimates'

print(<JD3_DfmForecasts>): Print function for objects of class 'JD3_DfmForecasts'

print(<JD3_DfmNews>): Print function for objects of class 'JD3_DfmNews'

print(<JD3_DfmResults>): Print function for objects of class 'JD3_DfmResults'

summary(<JD3_DfmNews>): Summary function for objects of class 'JD3_DfmNews'