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Welcome to the TimeSeriesEcon documentation!
Our packages are on GitHub:
Note:The documentation of packages is under heavy development. (July 27, 2020)
Table of Contents
TimeSeriesEcon
— ModuleTimeSeriesEcon
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
andMonthly
. - 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
TimeSeriesEcon
TimeSeriesEcon.Frequency
TimeSeriesEcon.MIT
TimeSeriesEcon.Monthly
TimeSeriesEcon.Quarterly
TimeSeriesEcon.TSeries
TimeSeriesEcon.Unit
TimeSeriesEcon.Yearly
TimeSeriesEcon.apct
TimeSeriesEcon.firstdate
TimeSeriesEcon.frequencyof
TimeSeriesEcon.lastdate
TimeSeriesEcon.pct
TimeSeriesEcon.period
TimeSeriesEcon.ppy
TimeSeriesEcon.shift
TimeSeriesEcon.shift!
TimeSeriesEcon.year
TimeSeriesEcon.@rec