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This paper addresses this gap by introducing a Python package, macroframe-forecast ... We demonstrate the package’s functionality with two examples about forecasting US GDP and fiscal variables.
Facebook has open-sourced its Prophet forecasting tool, designed “to make it easier for experts and non-experts to make high-quality forecasts,” according to a blog post by Sean J. Taylor and ...
Forecasting can offer great value in SEO. Here's how to get data-driven answers about possible trends in organic search using Python.
George Athanasopoulos, Farshid Vahid, VARMA versus VAR for Macroeconomic Forecasting, Journal of Business & Economic Statistics, Vol. 26, No. 2 (Apr., 2008), pp. 237-252 ...
This article develops a vector autoregression (VAR) for time series which are observed at mixed frequencies—quarterly and monthly. The model is cast in state-space form and estimated with Bayesian ...