即时广播-Python：Python即时广播-源码
临近广播-Python
该存储库包含从Matlab代码转换而来的Python代码，该代码会生成动态因子模型。 Matlab代码和模型属于和开发的。 请访问他们的以获取更多详细信息。
正在翻译的Matlab代码实现了Brandyn Bok，Daniele Caratelli，Domenico Giannone，Argia M.Sbordone和Andrea Tambalotti的“”中所述的临近预报框架，纽约联邦储备银行的Staff Reports 830 （为《经济学年鉴》第10卷编写）。
文件和文件夹说明
data/ ：从下载的示例美国数据
Functions/ ：用于加载数据，估计模型和更新预测的函数
example_DFM.py ：示例脚本，用于估计一个月度和季度序列面板的动态因子模型（DFM）
example_Nowcast.py ：示例脚本，用于对目标变量（例如实际GDP增
文件下载
资源详情
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