Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Exogenous variables in the models! #45

Closed
9 tasks done
donotdespair opened this issue Nov 11, 2023 · 0 comments · Fixed by #46
Closed
9 tasks done

Exogenous variables in the models! #45

donotdespair opened this issue Nov 11, 2023 · 0 comments · Fixed by #46
Assignees
@donotdespair
Labels
cpp code enhancement requiring the core code improvements enhancement New feature or request new model implement a new model
Milestone
v2.1.0

Comments

@donotdespair
Copy link
Member

donotdespair commented Nov 11, 2023 •
edited

Include the possibility of providing exogenous variables in the model

  • modify specify_bsvar* functions
  • check the estimate algos
  • update forecast functions
  • check other algos
  • add exogenous variables in the data
  • help
  • NEWS
  • tests
  • include a check for constant term
@donotdespair donotdespair added enhancement New feature or request cpp code enhancement requiring the core code improvements new model implement a new model labels Nov 11, 2023
@donotdespair donotdespair added this to the v2.1.0 milestone Nov 11, 2023
@donotdespair donotdespair self-assigned this Nov 11, 2023
donotdespair added a commit that referenced this issue Nov 11, 2023
@donotdespair
updates for exogenous variables #45
4bf9fdc 
+ in the specify functions
+ estimate
+ forecast
CHECKED its working!
donotdespair added a commit that referenced this issue Nov 14, 2023
@donotdespair
included deterministic terms data and help file #45
c639287
donotdespair added a commit that referenced this issue Nov 14, 2023
@donotdespair
updated NEWS.md #45
82f2c03
donotdespair added a commit that referenced this issue Nov 28, 2023
@donotdespair
tests for exogenous #45
36cdda4
donotdespair added a commit that referenced this issue Nov 28, 2023
@donotdespair
Update NEWS.md
9799905 
#45
@donotdespair donotdespair linked a pull request Nov 28, 2023 that will close this issue
45 exogenous variables in the models closes #45 #46
Merged
donotdespair added a commit that referenced this issue Nov 28, 2023
@donotdespair
Merge pull request #46 from bsvars/45-exogenous-variables-in-the-models
65e8995 
45 exogenous variables in the models closes #45
donotdespair added a commit that referenced this issue Nov 28, 2023
@donotdespair
include check for constant term in ex #45
0cb5186
donotdespair added a commit that referenced this issue Nov 28, 2023
@donotdespair
test for a constant term in ex #45
00b9510
donotdespair added a commit that referenced this issue Nov 28, 2023
@donotdespair
data generation #45
327e866
donotdespair added a commit that referenced this issue Nov 28, 2023
@donotdespair
Update NEWS.md
942373d 
#45
donotdespair added a commit that referenced this issue Nov 28, 2023
@donotdespair
Update bsvars-package.R
2008078 
update example for the original LSUW specification #45
donotdespair added a commit that referenced this issue Nov 28, 2023
@donotdespair
new data and documentation help #45
0557870
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees

@donotdespair donotdespair

Labels
cpp code enhancement requiring the core code improvements enhancement New feature or request new model implement a new model
Projects
None yet
Milestone
v2.1.0
Development

Successfully merging a pull request may close this issue.

45 exogenous variables in the models closes #45 bsvars/bsvars
1 participant
@donotdespair