data.pcp

This is a subset of the IMF's Primary Commodity Prices dataset (non-index data is omitted).
The data was generated using the code in the '/data-raw/data-pcp.R' file.

datasets

Methods and tools for model selection and multi-model inference (Burnham and Anderson (2002) <doi:10.1007/b97636>, among others).
'SUR' (for parameter estimation), 'logit'/'probit' (for binary classification), and 'VARMA' (for time-series forecasting) are implemented.
Evaluations are both in-sample and out-of-sample.
It is designed to be efficient in terms of CPU usage and memory consumption.

Ramin Mojab

Automated Uncertainty Analysis

Stephen Becker

data.pcp function

A list with the following items:<dl>
<dt>data</dt>
<dd>A data frame with monthly variables in the columns.</dd><dt>descriptions</dt>
<dd>A list that describes the columns of <code>data</code>.</dd><dt>datatypes</dt>
<dd>A character array that describes the type of data in the columns of <code>data</code>.</dd><dt>start</dt>
<dd>A number that indicates the frequency of the first observation in <code>data</code>.</dd>
</dl>

Format

IMF's Primary Commodity Prices — data.pcp

A list with the following items:<dl>
<dt>data</dt>
<dd>A data frame with monthly variables in the columns.</dd>

<dt>descriptions</dt>
<dd>A list that describes the columns of <code>data</code>.</dd>

<dt>datatypes</dt>
<dd>A character array that describes the type of data in the columns of <code>data</code>.</dd>

<dt>start</dt>
<dd>A number that indicates the frequency of the first observation in <code>data</code>.</dd>


</dl>

data.pcp: IMF's Primary Commodity Prices

Description

Usage

Arguments

Format