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, by A. Luciani (2022) <doi:10.13140/RG.2.2.31160.83202>.
| Version: | 4.1.2 |
| Depends: | R (≥ 4.0), xts, zoo |
| Imports: | stats |
| Published: | 2025-11-11 |
| DOI: | 10.32614/CRAN.package.bimets |
| Author: | Andrea Luciani 
[aut, cre],
Roberto Stok [aut],
Bank of Italy [cph] |
| Maintainer: | Andrea Luciani <andrea.luciani at bancaditalia.it> |
| BugReports: | https://github.com/andrea-luciani/bimets/issues |
| License: | GPL-3 |
| URL: | https://github.com/andrea-luciani/bimets |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| In views: | Econometrics |
| CRAN checks: | bimets results |
Documentation:
| Reference manual: | bimets.html , bimets.pdf |
| Vignettes: |
Getting started with bimets (source, R code) US Federal Reserve quarterly model (FRB/US) in R with bimets (source, R code) |
Downloads:
| Package source: | bimets_4.1.2.tar.gz |
| Windows binaries: | r-devel: bimets_4.1.2.zip, r-release: bimets_4.1.2.zip, r-oldrel: bimets_4.1.2.zip |
| macOS binaries: | r-release (arm64): bimets_4.1.2.tgz, r-oldrel (arm64): bimets_4.1.2.tgz, r-release (x86_64): bimets_4.1.2.tgz, r-oldrel (x86_64): bimets_4.1.2.tgz |
| Old sources: | bimets archive |
Linking:
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