Package index

Package overview

koma koma-package

koma: Large Scale Macroeconomic Model

Core workflow

system_of_equations()

System of Equations Class

is_system_of_equations()

Check if Object is a System of Equations

estimate()

Estimate the Simultaneous Equations Model (SEM)

forecast()

Forecast the Simultaneous Equations Model (SEM)

model_identification()

Identify Model Parameters from Character Matrices

Extended timeseries

ets() as_ets() is_ets()

Extended Time-Series Object

as_list()

Convert an mets koma_ts object to a list

as_mets()

Convert a list object with ets koma_ts objects to a koma_ts multivariate time series (mets)

concat()

Concatenate two time series

rate()

Compute the rate of change for a time series

level()

Compute the level for a time series

rebase()

Rebase Time Series Data Relative to a Base Period

type()

Get the type of a koma_ts object

Datasets

small_open_economy

Quarterly time series of key macro variables for a small open economy (Switzerland)

klein

Klein macroeconomic time series (1970 Q1 onward)

Utilities

summary(<koma_estimate>)

Summary method for koma_estimate objects

print(<koma_estimate>)

Print method for koma_estimate objects

plot(<koma_forecast>)

Plot koma Forecasts

print(<koma_forecast>)

Print Method for koma_forecast Objects

init_koma_theme()

Initiate Default Theme

generate_sample_data()

Generate Data for the Simultaneous Equations Model

format(<koma_seq>)

Format System of Equations

print(<koma_seq>)

Print System of Equations

model_evaluation()

Calculate Out-of-Sample RMSE for a Specified Horizon