Package index • koma

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

HPD and Diagnostics

hdi(): Highest Density Intervals from Draws
hdi(<koma_estimate>): Highest Density Intervals for koma_estimate Objects
hdi(<koma_forecast>): Highest Density Intervals for koma_forecast Objects
hdr(): Highest Density Regions from a Kernel Density Estimate
hdr(<koma_estimate>): Highest Density Regions for koma_estimate Objects
hdr(<koma_forecast>): Highest Density Regions for koma_forecast Objects
summary(<koma_estimate_hdi>): Summary for koma_estimate_hdi Objects
summary(<koma_estimate_hdr>): Summary for koma_estimate_hdr Objects
summary(<koma_forecast>): Summary for koma_forecast Objects
summary(<koma_forecast_hdi>): Summary for koma_forecast_hdi Objects
summary(<koma_forecast_hdr>): Summary for koma_forecast_hdr Objects
summary(<koma_hdi>): Summary for koma_hdi Objects
summary(<koma_hdr>): Summary for koma_hdr Objects
print(<koma_hdi>): Print method for koma_hdi objects
print(<koma_hdr>): Print method for koma_hdr objects
trace_plot(): Trace Plots for koma_estimate Objects
acf_plot(): Autocorrelation Function Plots for koma_estimate Objects
running_mean(): Running Means for koma_estimate Objects
running_mean_plot(): Running Mean Plots for koma_estimate Objects
plot(<koma_estimate_hdr>): Plot HDRs for koma_estimate Objects
extract.koma_estimate(): Extract a texreg summary from a koma_estimate