O pacote desponibiliza funções para estimar modelos de componentes não observados e determinar intervenções automaticamente. Com especial atenção para a replicação dos modelos utilizados na metodologia de calculo do resultado estrutural da SPE/MF. The package provides simple ways to estimates general unobserved components models and automatically detects intervenctions. It is specially useful to replicate Brazilian Ministry of Finance methodology to estimate income-output gap elasticities.
| Version: | 0.3.1 |
| Depends: | R (≥ 2.10) |
| Imports: | dlm |
| Suggests: | testthat |
| Published: | 2017-05-31 |
| Author: | Caio Figueiredo [aut, cre] |
| Maintainer: | Caio Figueiredo <caio.figueiredo at fazenda.gov.br> |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: | no |
| Language: | pt_BR |
| CRAN checks: | ElastH results |
| Reference manual: | ElastH.pdf |
| Vignettes: |
Tutorial |
| Package source: | ElastH_0.3.1.tar.gz |
| Windows binaries: | r-devel: ElastH_0.3.1.zip, r-release: ElastH_0.3.1.zip, r-oldrel: ElastH_0.3.1.zip |
| OS X binaries: | r-release: ElastH_0.3.1.tgz, r-oldrel: ElastH_0.3.1.tgz |
| Old sources: | ElastH archive |
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