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Revision analysis

Functions for analyzing revisions of time series.

diagnose()
Diagnose Revision Quality
diagnose(<revision_summary>)
Diagnose Revision Quality
get_first_efficient_release()
Identify the First Efficient Release in Vintage Data
get_revision_analysis()
Revision Analysis Summary Statistics
print(<lst_efficient>)
Print Method for Efficient Release Results
print(<revision_summary>)
Print Method for Revision Summary
summary(<lst_efficient>)
Summary of Efficient Release Models
summary(<revision_summary>)
Summary Method for Revision Summary

Revision utilities

Utility functions for working with revisions of time series.

get_days_to_release()
Calculate the Number of Days Between Period End and First Release
get_first_release()
Extract the First Data Release (Vintage)
get_fixed_release()
Extract Vintage Values from a Data Frame
get_latest_release()
Extract the Latest Data Release (Vintage)
get_nth_release()
Extract the Nth Data Release (Vintage)
get_releases_by_date()
Get Data Releases for a Specific Date
get_revisions()
Calculate Revisions in Vintage Data

Revision nowcasting

Functions for nowcasting revisions of time series.

coef(<jvn_model>)
Extract parameter estimates from a JVN model
coef(<kk_model>)
Extract parameter estimates from a KK model
fitted(<jvn_model>)
Fitted true values from a JVN model
fitted(<kk_model>)
Fitted efficient estimates from a KK model
jvn_nowcast()
Jacobs-Van Norden model for data revisions
kk_nowcast()
Generalized Kishor-Koenig Model for Nowcasting
logLik(<jvn_model>)
Extract the log-likelihood of a JVN model
logLik(<kk_model>)
Extract the log-likelihood of a KK model
nobs(<jvn_model>)
Number of observations used to fit a JVN model
nobs(<kk_model>)
Number of observations used to fit a KK model
plot(<jvn_model>)
Plot JVN model results
plot(<kk_model>)
Plot Kishor-Koenig Model Results
predict(<jvn_model>)
Forecasts from a JVN model
predict(<kk_model>)
Forecasts from a KK model
print(<jvn_model>)
Print method for JVN model objects
print(<kk_model>)
Print Method for KK Model
residuals(<jvn_model>)
Residuals of a JVN model
residuals(<kk_model>)
Residuals of a KK model
states()
Extract the latent state estimates of a revision model
summary(<jvn_model>)
Summary method for JVN model objects
summary(<kk_model>)
Summary Method for KK Model
vcov(<jvn_model>)
Extract the parameter covariance matrix of a JVN model
vcov(<kk_model>)
Extract the parameter covariance matrix of a KK model

Revision graphs

Functions for plotting revisions of time series.

plot(<tbl_pubdate>)
Plot Method for Publication Date Vintages
plot(<tbl_release>)
Plot Method for Release Vintages
plot_vintages()
Plot Vintages Data
theme_reviser() colors_reviser() scale_color_reviser() scale_fill_reviser()
Custom Visualization Theme and Color Scales for Reviser

Helpers

Helper functions to convert revisions to a tidy format.

print(<tbl_pubdate>)
Print Method for Publication Date Vintages
print(<tbl_release>)
Print Method for Release Vintages
summary(<tbl_pubdate>)
Summary Method for Publication Date Vintages
summary(<tbl_release>)
Summary Method for Release Vintages
tbl_sum(<tbl_pubdate>)
Tibble Summary for Publication Date Vintages
tbl_sum(<tbl_release>)
Tibble Summary for Release Vintages
validate_vintages()
Vintages data classes and their validation
vintages_long()
Convert Vintages Data to Long Format
vintages_wide()
Convert Vintages Data to Wide Format

Data

GDP data used in the package.

gdp
Vintages Data