{mvgam} R 📦 to fit Dynamic Bayesian Generalized Additive Models for multivariate modeling and forecasting

• UpdatedDec 12, 2025
• R

Dynamic Factor Models for R

• UpdatedNov 11, 2025
• R

A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.

• UpdatedFeb 14, 2024
• Julia

Automated DFM Nowcasting Model and Platform for South Africa (Active Repo at coderaanalytics-models/SA-Nowcast)

• UpdatedFeb 23, 2024
• Python

{ffc} R 📦 to fit dynamic functional time series models and produce functional forecasts

• UpdatedNov 27, 2025
• R

Modelo MS-Comp (Doornik, 2013) com AR(p), P = Pv ⊗ Pm, smoothing e pipeline com DynamicFactor do statsmodels.

• UpdatedAug 30, 2025
• Python

Structural Dynamic Factor is a repository focused on the development and analysis of structural dynamic factor models used in econometrics and time series analysis.

• UpdatedMar 16, 2025
• R

• UpdatedDec 6, 2025
• R

Code for Master Thesis titled: "Dynamic Factor Model with Time-Varying Parameters: Simulation Study & Application to International Inflation Dynamics"

• UpdatedNov 24, 2024
• Python

Provides methods for dynamic factor models, such as estimation, w/ and w/o penalization, forecasting and filtering

• UpdatedJun 13, 2025
• Julia

I have performed a time series analysis of the stock prices of Tata Consultancy Services from 2002 to 2021. I have started by visualising the data. And then I fitted models like an autoregressive integrated moving average (ARIMA) model, Vector autoregression (VAR), SARIMA (seasonal ARIMA) model, UCM, and Dynamic Factor models.

• UpdatedDec 12, 2022
• Jupyter Notebook