bimets: Time Series and Econometric Modeling

Time series analysis, (dis)aggregation and manipulation, e.g. time series extension, merge, projection, lag, lead, delta, moving and cumulative average and product, selection by index, date and year-period, conversion to daily, monthly, quarterly, (semi)annually. Simultaneous equation models definition, estimation, simulation and forecasting with coefficient restrictions, error autocorrelation, exogenization, add-factors, impact and interim multipliers analysis, conditional equation evaluation, rational expectations, endogenous targeting and model renormalization, structural stability, stochastic simulation and forecast, optimal control.

Version: 4.0.1
Depends: R (≥ 4.0), xts, zoo
Imports: stats
Published: 2024-07-10
DOI: 10.32614/CRAN.package.bimets
Author: Andrea Luciani ORCID iD [aut, cre], Roberto Stok [aut], Bank of Italy [cph]
Maintainer: Andrea Luciani <andrea.luciani at>
License: GPL-3
NeedsCompilation: no
Materials: README NEWS
In views: Econometrics
CRAN checks: bimets results


Reference manual: bimets.pdf
Vignettes: Getting started with bimets
US Federal Reserve quarterly model (FRB/US) in R with bimets


Package source: bimets_4.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): bimets_4.0.1.tgz, r-oldrel (arm64): bimets_4.0.1.tgz, r-release (x86_64): bimets_4.0.1.tgz, r-oldrel (x86_64): bimets_4.0.1.tgz
Old sources: bimets archive


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