Auto log diff detection with single series

srlanalytics / bdfm

Bayesian dynamic factor model estimation and predictive statistics including nowcasting and forecasting

MIT License

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Closed christophsax closed 5 years ago

christophsax commented 5 years ago

library(bdfm)
m <- dfm(econ_us[,4])

# auto log/diff detection, with:
# logs = c(
#   "log"
# ),
# diffs = c(
#   "diff"
# )