A Python package for time series forecasting and economic analysis, providing tools for simulation, estimation, and model evaluation with a focus on scalability and research applications.
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Updated
Aug 31, 2025 - Python
A Python package for time series forecasting and economic analysis, providing tools for simulation, estimation, and model evaluation with a focus on scalability and research applications.
Modelo MS-Comp (Doornik, 2013) com AR(p), P = Pv ⊗ Pm, smoothing e pipeline com DynamicFactor do statsmodels.
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