Nowcasting with more granular independent variables (e.g. weekly)

nmecsys / nowcasting

R package for Dynamic Factor Models with mixed frequencies and unbalanced panel :chart_with_downwards_trend:

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Nowcasting with more granular independent variables (e.g. weekly) #7

Open joshuacortez opened 4 years ago

joshuacortez commented 4 years ago

Hi! I'm glad to have come across this library and I appreciate the work put into it. I was wondering how we could extend this to be more flexible with the frequencies of the time series. For example, having weekly independent variables. Thanks!