reviser

MaRDI QIDQ7370886CRANFDO

Authors Marc Burri, Philipp Wegmueller

Last update 14 September 2026

Copyright license MIT license, File License

Software version identifier PACKAGES.rds, 0.1.0, 0.1.1, 0.2.0, 0.3.0, 0.3.1

Description

Analyzes revisions in real-time time series vintages. The package converts between wide revision triangles and tidy long vintages, extracts selected releases, computes revision series, visualizes vintage paths, and summarizes revision properties such as bias, dispersion, autocorrelation, and news-noise diagnostics. It also identifies efficient releases and estimates state-space models for revision nowcasting. Methods are based on Howrey (1978) <doi:10.2307/1924972>, Jacobs and Van Norden (2011) <doi:10.1016/j.jeconom.2010.04.010>, and Kishor and Koenig (2012) <doi:10.1198/jbes.2010.08169>.

Cites work

• Modeling data revisions: measurement error and dynamics of ``true values
• The Use of Preliminary Data in Econometric Forecasting
• VAR Estimation and Forecasting When Data Are Subject to Revision

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