snowdrop.src.samples package¶
Submodules¶
snowdrop.src.samples.alternatives module¶
snowdrop.src.samples.forecast module¶
snowdrop.src.samples.fpe_model module¶
snowdrop.src.samples.in_sample module¶
Created on Tue May 8, 2020
@author: Alexei Goumilevski
Reproduces results of https://www.edx.org/ MPAF course.
snowdrop.src.samples.in_sample_mpaf module¶
snowdrop.src.samples.judgements module¶
snowdrop.src.samples.kalmanfilter module¶
Created on Wed May 6, 2020 @author: Alexei Goumilevski Reproduces results of https://www.edx.org Monetary Policy Analysis and Forecasting course.
- Please note that for time series variables the following rule applies for varible leads and lags:
var(-1) -> var.shift(1) and var(+1) -> var.shift(-1)
snowdrop.src.samples.kalmanfilter_mpaf module¶
snowdrop.src.samples.makedata module¶
Created on Tue Apr 23 14:12:20 2019
@author: Alexei Goumilevski
Reproduces results of https://www.edx.org Monetary Policy Analysis and Forecasting course.
snowdrop.src.samples.makedata_mpaf module¶
snowdrop.src.samples.modelproperties module¶
Created on Thursday May 7, 2020 @author: Alexei Goumilevski
Reproduces results of https://www.edx.org Monetary Policy Analysis and Forecasting course.