Bayesian Simultaneous Equation Models for Forecasting

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Documentation for package ‘koma’ version 0.3.1

• DESCRIPTION file
• User guides, package vignettes and other documentation
• Package NEWS
• Package README

Help Pages

koma-package	koma: Large Scale Macroeconomic Model
acf_plot	Autocorrelation Function Plots for koma_estimate Objects
as_ets	Extended Time-Series Object
as_list	Convert an mets koma_ts object to a list
as_list.list	Convert an mets koma_ts object to a list
as_list.mts	Convert an mets koma_ts object to a list
as_mets	Convert a list object with ets koma_ts objects to a koma_ts multivariate time series (mets)
as_mets.list	Convert a list object with ets koma_ts objects to a koma_ts multivariate time series (mets)
concat	Concatenate two time series
concat.list	Concatenate two time series
concat.mts	Concatenate two time series
concat.ts	Concatenate two time series
estimate	Estimate the Simultaneous Equations Model (SEM)
estimate.list	Estimate the Simultaneous Equations Model (SEM)
ets	Extended Time-Series Object
extract.koma_estimate	Extract a texreg summary from a koma_estimate
filter_by_attribute	Filter a koma_ts object by attribute value
filter_by_attribute.list	Filter a koma_ts object by attribute value
filter_by_attribute.mts	Filter a koma_ts object by attribute value
forecast	Forecast the Simultaneous Equations Model (SEM)
forecast.koma_estimate	Forecast the Simultaneous Equations Model (SEM)
format.koma_seq	Format System of Equations
generate_sample_data	Generate Data for the Simultaneous Equations Model
hdi	Highest Density Intervals from Draws
hdi.default	Highest Density Intervals from Draws
hdi.koma_estimate	Highest Density Intervals for koma_estimate Objects
hdi.koma_forecast	Highest Density Intervals for koma_forecast Objects
hdr	Highest Density Regions from a Kernel Density Estimate
hdr.default	Highest Density Regions from a Kernel Density Estimate
hdr.koma_estimate	Highest Density Regions for koma_estimate Objects
hdr.koma_forecast	Highest Density Regions for koma_forecast Objects
init_koma_theme	Initiate Default Theme
is_ets	Extended Time-Series Object
is_system_of_equations	Check if Object is a System of Equations
klein	Klein macroeconomic time series (1970 Q1 onward)
koma	koma: Large Scale Macroeconomic Model
koma_ts	Extended Time-Series Object
level	Compute the level for a time series
level.list	Compute the level for a time series
level.mts	Compute the level for a time series
level.ts	Compute the level for a time series
model_evaluation	Calculate Out-of-Sample RMSE for a Specified Horizon
model_identification	Identify Model Parameters from Character Matrices
plot.koma_estimate_hdr	Plot HDRs for koma_estimate Objects
plot.koma_forecast	Plot koma Forecasts
print.koma_estimate	Print method for koma_estimate objects
print.koma_forecast	Print Method for koma_forecast Objects
print.koma_hdi	Print method for koma_hdi objects
print.koma_hdr	Print method for koma_hdr objects
print.koma_seq	Print System of Equations
rate	Compute the rate of change for a time series
rate.list	Compute the rate of change for a time series
rate.mts	Compute the rate of change for a time series
rate.ts	Compute the rate of change for a time series
rebase	Rebase Time Series Data Relative to a Base Period
rebase.list	Rebase Time Series Data Relative to a Base Period
rebase.mts	Rebase Time Series Data Relative to a Base Period
rebase.ts	Rebase Time Series Data Relative to a Base Period
running_mean	Running Means for koma_estimate Objects
running_mean_plot	Running Mean Plots for koma_estimate Objects
simulated_sem	Simulated SEM example data
small_open_economy	Quarterly time series of key macro variables for a small open economy (Switzerland)
summary.koma_estimate	Summary method for koma_estimate objects
summary.koma_estimate_hdi	Summary for koma_estimate_hdi Objects
summary.koma_estimate_hdr	Summary for koma_estimate_hdr Objects
summary.koma_forecast	Summary for koma_forecast Objects
summary.koma_forecast_hdi	Summary for koma_forecast_hdi Objects
summary.koma_forecast_hdr	Summary for koma_forecast_hdr Objects
summary.koma_hdi	Summary for koma_hdi Objects
summary.koma_hdr	Summary for koma_hdr Objects
system_of_equations	System of Equations Class
trace_plot	Trace Plots for koma_estimate Objects