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Welcome to the TimeSeriesEcon documentation!

StateSpaceEcon Collection of Julia Packages

Our packages are on GitHub:

Note:The documentation of packages is under heavy development. (July 27, 2020)

Table of Contents

TimeSeriesEcon — Module
TimeSeriesEcon

This package is part of the StateSpaceEcon ecosystem. Provides the data types and functionality necessary to work with macroeconomic discrete time models.

Working with time

  • Frequencies are represented by abstract type Frequency.
  • Concrete frequencies include Yearly, Quarterly and Monthly.
  • Moments in time are represented by data type MIT.
  • Lengths of time are represented by data type Duration.

Working with time series

  • Data type TSeries represents a single time series.
  • Data type MVTSeries represents a multivariate time series.

Working with other data

  • Data type Workspace is a general purpose dictionary-like collection of "variable"-like objects.

Tutorial

Index