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econometrics
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time-series
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21 search results found
Statsforecast
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3,339
Lightning ⚡️ fast forecasting with statistical and econometric models.
Pmdarima
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1,517
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
Fecon235
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622
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
Collapse
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556
Advanced and Fast Data Transformation in R
Hierarchicalforecast
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473
Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
Statespacemodels.jl
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249
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
Pyfts
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232
An open source library for Fuzzy Time Series in Python
Temporal.jl
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82
Time series implementation for the Julia language focused on efficiency and flexibility
Archmodels.jl
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81
A Julia package for estimating ARMA-GARCH models.
Econometrics With Python
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77
Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward.
Armagarch
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76
ARMA-GARCH
Msgarch
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67
MSGARCH R Package
Fecon236
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55
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
Smc.jl
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52
Sequential Monte Carlo algorithm for approximation of posterior distributions.
Nns
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50
Nonlinear Nonparametric Statistics
Dbnomics.jl
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25
Access DBnomics data series from Julia.
Marswitching.jl
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21
MarSwitching.jl: Julia package for Markov switching dynamic models
Boosted_hp_filter
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17
Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"
Varsignr
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9
Estimating VARs using sign restrictions in R
Sparsevar
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8
R package for sparse VAR estimation
Bimets
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8
Time Series And Econometric Modeling In R
Localprojections.jl
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8
Local projection methods for impulse response estimation
Smoothlocalprojections.jl
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5
julia implementation of Smooth Local Projections (SLP)
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Statistics Time Series (103)
1-21 of 21 search results
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