bimets

Time Series and Econometric Modeling

Last update: 13 December 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 2.3.0, 3.0.1, 1.4.0, 1.4.1, 1.4.2, 1.4.3, 1.5.0, 1.5.1, 1.5.2, 1.5.3, 2.0.1, 2.0.2, 2.1.0, 2.1.1, 2.2.0, 3.0.2

Description

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, endogenous targeting and model renormalization, structural stability, stochastic simulation and forecast, optimal control.

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