ajustePIB

<p>GDP seasonal ajustment. We use the univariate model SARIMA(0,1,1)(0,1,1) to specify the index variable</p>

Methods and tools for 'forecast' the current state (nowcast) of Brazilian economic time series. It allows extract information in real time, creating a real time data base; estimate relationship between macroeconomic variables via estimation of dynamic factors; forecast time series in previous periods of reference; forecast time series in the current period of reference (nowcasting); recreate a data base simulating the information available in the past for evaluating forecasting models accuracy.  The econometric framework we follow is proposed in Giannone et al. (2008) <doi:10.1016/j.jmoneco.2008.05.010>.

Guilherme Branco Gomes

nowcasting

Nowcasting Analysis and Create Real-Time Data Basis

ajustePIB: Seasonal adjustment

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