arrumarVintage

A time series matrix (mts) representing the vintage of interest.

base

<code>data.frame</code> or <code>vector</code>. A <code>data.frame</code> with two columns, the first one is the name, and the second is the transformation to let the series become stationary.
A <code>vector</code> where each coordinate is the transformation of the correspondent coordinate in the <code>mts</code> of the previous argument. 
The transformation is specified as follow:
# trans 0, the original serie is preserved.
# trans 1 $$latex1$$ 
# trans 2 $$latex2$$
# trans 3 $$latex3$$

legenda

This function transforms the original time series to its stationary representation following
the user specification. The monthly variables are agregated to represent quarterly quantities.
The time series with more than 1/3 missings, i.e. <code>NA</code>s are deleted.
In the end the missings and outliers are corrected.

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>.

arrumarVintage: Balanced pannel

Description

Usage

Arguments