Package index • tvCoef

Database

manufacturing: Business Surveys

gdp: French GDP

hansen_table: Hansen Table

Tools around models

get_data(): Get data function

get_formula(): Extract Formula From model

last_coef(): Extract Last Coefficients

has_intercept(): Check if model has intercept

rmse(): Root mean squarred error

hansen_test(): Hansen Test

moving_coefficients() fixed_coefficients(): Detect Fixed or Moving Coefficients

oos_prev(): Out of sample forecast (or simulated out of sample)

full_exogeneous_matrix(): Extract Full Transformed Exogoneous matrix

State space models

Functions to manipulate state space models

ssm_lm(): State space model

ssm_lm_oos(): Out of sample forecast of state space model

Piecewise regression

piece_reg(): Piecewise regression

bp_lm(): Pie regression

break_data(): Break data

lm_fenetre_fixe(): Fixed Window Regression

lm_fixed_coeff(): Fixed and variable coefficients regressions

lm_residual_effect(): Residual Effect Regression

resid_lm_fixed(): Extract data frame for lm_fixed_coeff

Estimate all models

rmse_prev(): Computes RMSE of different models

get_lm_coef() get_tvlm_coef() get_tvlm_bw() get_rmse_bw_small(): Get elements of rmse_prev