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bridgr

Bridging Time Series Frequencies for Nowcasting

https://github.com/marcburri/bridgr

Science Score: 26.0%

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Last synced: 10 months ago · JSON representation

Repository

Bridging Time Series Frequencies for Nowcasting

Basic Info
Statistics
  • Stars: 3
  • Watchers: 1
  • Forks: 1
  • Open Issues: 0
  • Releases: 1
Created over 1 year ago · Last pushed about 1 year ago
Metadata Files
Readme Changelog License

README.Rmd 

---
output: github_document
---



```{r, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-",
  out.width = "100%"
)
```

# bridgr 



[![Lifecycle: stable](https://img.shields.io/badge/lifecycle-stable-green.svg)](https://lifecycle.r-lib.org/articles/stages.html#stable)
[![R-CMD-check](https://github.com/marcburri/bridgr/actions/workflows/R-CMD-check.yaml/badge.svg)](https://github.com/marcburri/bridgr/actions/workflows/R-CMD-check.yaml)
[![bridgr status badge](https://marcburri.r-universe.dev/badges/bridgr)](https://marcburri.r-universe.dev/bridgr)
[![CRAN status](https://www.r-pkg.org/badges/version/bridgr)](https://CRAN.R-project.org/package=bridgr)
[![](https://cranlogs.r-pkg.org/badges/grand-total/bridgr)](https://cran.rstudio.com/web/packages/bridgr/index.html)
[![Codecov test coverage](https://codecov.io/gh/marcburri/bridgr/graph/badge.svg)](https://app.codecov.io/gh/marcburri/bridgr)



`bridgr` is designed to simplify the implementation and evaluation of bridge models, which are useful for nowcasting (predicting the present or near-term) and forecasting macroeconomic variables like GDP. 

Bridge models are statistical tools that link high-frequency indicators (e.g., monthly industrial production) to low-frequency target variables (e.g., quarterly GDP) by forecasting and aggregating the indicators to match the target's frequency. They enable timely predictions before the official release of low-frequency data, making them essential for policymakers who need early insights for decision-making.

## Installation

From CRAN:

``` r
install.packages("bridgr")
```

You can install the development version of `bridgr` like so:

``` r
# install.packages("devtools")
devtools::install_github("marcburri/bridgr")
```

## Example

This is a basic example:

```{r example}
library(bridgr)

gdp <- suppressMessages(tsbox::ts_pc(bridgr::gdp))

bridge_model <- bridge(
  target = gdp, 
  indic = baro, 
  indic_predict = "auto.arima", 
  indic_lags = 2, 
  target_lags=1, 
  h=2
)

forecast(bridge_model)

summary(bridge_model)
```

Owner

  • Name: Marc Burri
  • Login: marcburri
  • Kind: user
  • Company: University of Neuchâtel

Economics PhD

GitHub Events

Total
  • Create event: 6
  • Release event: 1
  • Issues event: 2
  • Watch event: 7
  • Issue comment event: 1
  • Push event: 51
  • Fork event: 1
Last Year
  • Create event: 6
  • Release event: 1
  • Issues event: 2
  • Watch event: 7
  • Issue comment event: 1
  • Push event: 51
  • Fork event: 1

Issues and Pull Requests

Last synced: 10 months ago

All Time
  • Total issues: 1
  • Total pull requests: 0
  • Average time to close issues: 4 days
  • Average time to close pull requests: N/A
  • Total issue authors: 1
  • Total pull request authors: 0
  • Average comments per issue: 1.0
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 1
  • Pull requests: 0
  • Average time to close issues: 4 days
  • Average time to close pull requests: N/A
  • Issue authors: 1
  • Pull request authors: 0
  • Average comments per issue: 1.0
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
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Top Authors
Issue Authors
  • marcburri (1)
Pull Request Authors
Top Labels
Issue Labels
Pull Request Labels

Packages

  • Total packages: 1
  • Total downloads:
    • cran 139 last-month
  • Total dependent packages: 0
  • Total dependent repositories: 0
  • Total versions: 1
  • Total maintainers: 1
cran.r-project.org: bridgr

Bridging Data Frequencies for Timely Economic Forecasts

  • Versions: 1
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 139 Last month
Rankings
Dependent packages count: 27.6%
Dependent repos count: 34.0%
Average: 49.5%
Downloads: 86.9%
Maintainers (1)
marc.burri91@gmail.com
Last synced: 10 months ago