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frbny_nowcast/H03-May-2022-3,6673,073

__init__.pyH A D03-May-20220 10

cfa_tvpvar_Omega_11.csvH A D09-Sep-202194 32

cfa_tvpvar_Omega_22.csvH A D09-Sep-2021178 76

cfa_tvpvar_S10.csvH A D09-Sep-202195 32

cfa_tvpvar_Si0.csvH A D09-Sep-2021166 76

cfa_tvpvar_beta.csvH A D09-Sep-20211.4 KiB1312

cfa_tvpvar_invP.csvH A D09-Sep-202123.5 KiB109108

cfa_tvpvar_posterior_mean.csvH A D09-Sep-20211.3 KiB1312

cfa_tvpvar_state_variates.csvH A D09-Sep-20211.4 KiB1312

cfa_tvpvar_test.mH A D09-Sep-20214.7 KiB158136

cfa_tvpvar_v10.csvH A D09-Sep-20216 21

cfa_tvpvar_vi0.csvH A D09-Sep-20214 21

clark1989.csvH A D25-Jul-20204.3 KiB195195

example_ssm_wpi1.mH A D25-Jul-20201.4 KiB5442

exponential_smoothing.RH A D09-Sep-20216.6 KiB12994

exponential_smoothing_params.csvH A D09-Sep-20211.7 KiB1615

exponential_smoothing_predict.csvH A D09-Sep-202111.3 KiB3130

exponential_smoothing_states.csvH A D09-Sep-202113 KiB2726

kfas_helpers.RH A D25-Jul-20202.5 KiB9366

results_clark1989_R.csvH A D25-Jul-202025 KiB193192

results_dynamic_factor.pyH A D03-May-20226.6 KiB218192

results_dynamic_factor_stata.csvH A D25-Jul-202042.3 KiB9493

results_exact_initial_common_level_R.csvH A D25-Jul-20205.2 KiB1312

results_exact_initial_common_level_restricted_R.csvH A D25-Jul-20204.6 KiB1312

results_exact_initial_dfm_R.csvH A D25-Jul-202017 KiB2322

results_exact_initial_local_level_R.csvH A D25-Jul-20203.4 KiB1312

results_exact_initial_local_linear_trend_R.csvH A D25-Jul-20204.2 KiB1312

results_exact_initial_local_linear_trend_missing_R.csvH A D25-Jul-20204.2 KiB1312

results_exact_initial_var1_R.csvH A D25-Jul-20209.4 KiB2322

results_exact_initial_var1_measurement_error_R.csvH A D25-Jul-202018.6 KiB2322

results_exact_initial_var1_missing_R.csvH A D25-Jul-202012.5 KiB2322

results_exact_initial_var1_mixed_R.csvH A D25-Jul-20209.5 KiB2322

results_intercepts_R.csvH A D25-Jul-2020117.2 KiB205204

results_kalman_filter.pyH A D03-May-202240.5 KiB808783

results_realgdpar_stata.csvH A D25-Jul-202061.2 KiB271270

results_sarimax.pyH A D03-May-202213.5 KiB315288

results_sarimax_coverage.csvH A D25-Jul-20206.1 KiB5554

results_simulation_smoothing0.csvH A D25-Jul-20202.1 KiB1110

results_simulation_smoothing1.csvH A D25-Jul-20202.2 KiB1110

results_simulation_smoothing2.csvH A D25-Jul-20202.2 KiB1110

results_simulation_smoothing3.csvH A D25-Jul-202047.1 KiB204203

results_simulation_smoothing3_variates.csvH A D25-Jul-202021.6 KiB1,2171,216

results_simulation_smoothing4.csvH A D25-Jul-202047.3 KiB204203

results_simulation_smoothing5.csvH A D25-Jul-202046.2 KiB204203

results_simulation_smoothing6.csvH A D25-Jul-202043.5 KiB204203

results_smoothing2_R.csvH A D25-Jul-2020141.4 KiB204203

results_smoothing3_R.csvH A D25-Jul-202031.8 KiB125124

results_smoothing_R.csvH A D25-Jul-2020114.5 KiB204203

results_smoothing_generalobscov_R.csvH A D25-Jul-2020118.7 KiB204203

results_structural.pyH A D03-May-20229.2 KiB312261

results_var_R.pyH A D03-May-20225.5 KiB119106

results_var_R_output.csvH A D25-Jul-202067.1 KiB1312

results_var_misc.pyH A D03-May-20225.5 KiB147116

results_var_stata.csvH A D25-Jul-202024 KiB9493

results_varmax.pyH A D03-May-20228.5 KiB235199

results_varmax_stata.csvH A D25-Jul-202025.5 KiB451450

results_wpi1_ar3_matlab_ssm.csvH A D25-Jul-20206.1 KiB124123

results_wpi1_ar3_stata.csvH A D25-Jul-202014.1 KiB125125

results_wpi1_missing_ar3_matlab_ssm.csvH A D25-Jul-20206.4 KiB124123

test_clark1989_r.RH A D25-Jul-20202.3 KiB9961

test_dynamic_factor_stata.doH A D25-Jul-20206.9 KiB150117

test_exact_diffuse_filtering.RH A D25-Jul-20204.9 KiB148110

test_exact_diffuse_filtering_multivariate.RH A D25-Jul-20202.3 KiB5136

test_exact_diffuse_filtering_stata.doH A D25-Jul-20202.6 KiB144129

test_intercepts.RH A D25-Jul-20202.1 KiB7144

test_realgdpar_r.RH A D25-Jul-20201.2 KiB5134

test_realgdpar_stata.doH A D25-Jul-20202.2 KiB7159

test_sarimax_coverage.doH A D25-Jul-20206.5 KiB274204

test_sarimax_stata.doH A D25-Jul-20202 KiB5747

test_simulation_smoothing.RH A D25-Jul-20208.5 KiB239161

test_smoothing.RH A D25-Jul-20201.7 KiB5430

test_smoothing2.RH A D25-Jul-20202.4 KiB7137

test_smoothing3.RH A D25-Jul-20202 KiB6742

test_smoothing_generalobscov.RH A D25-Jul-20202.4 KiB6939

test_ucm.RH A D09-Sep-202111.2 KiB264152

test_var.RH A D25-Jul-20209.4 KiB212170

test_var_misc_stata.doH A D25-Jul-2020845 3229

test_varmax_stata.doH A D25-Jul-20206.2 KiB149117

test_wpi1_stata.doH A D25-Jul-2020745 2318