Comments (5)
So I worked on adding that. @oDNAudio, can you maybe review dl_fred_qd.R
whether it works correctly?
Also how should we name the transformed data - just fred_qd_trans
?
from bvar.
Reviewed it, cross-checked a few series and seems to work fine in general.
Changed the way second differences are calculated though.
Also multiplied the series which are transformed via differences by 100, to make it easier to interpret for the user.
About the naming, I think fred_qd_trans
is fine, no need for a fancier name I guess.
from bvar.
Danke, sieht deutlich besser aus 💯.
The database is detrended already, right? Cause in the examples we compare the quarters (every 4th) - I skimmed the paper again and maybe that's not necessary?
from bvar.
Yes, I think so. In the paper we compute yoy-change rates for some variables, I think the main idea was to enhance interpretability. However, it's not really necessary, that's true.
from bvar.
Looking good!
from bvar.
Related Issues (20)
- Support for mixed frequencies HOT 1
- FEVD plot HOT 10
- Questions regarding parallel implementation of BVAR HOT 4
- IRF colour HOT 2
- Overshrinkage with automatic psi HOT 1
- How to select the number of draws in fevd HOT 3
- Set prior mean automatically HOT 1
- Historical Variance Decomposition HOT 1
- narrative sign restrictions and anticipated vs unanticipated shock
- Diagnostics HOT 1
- Sign-restrictions HOT 12
- Default behavior for posterior summaries (mean over quantiles) HOT 2
- Noise added to unconditional forecast HOT 2
- Hyperparameters for monthly data? HOT 1
- Analyzing FEVD data HOT 2
- HDecomp plot
- Bind multiple chains
- Pandemic Priors HOT 1
- Historical decomposition with varying identification
- Support priors other than the Minnesota family HOT 1
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from bvar.