Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles

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Documentation for package ‘jubilee’ version 0.3.3

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jubilee-package jubilee: A package to forecast long-term growth of the US stock market and business cycles
daily2fraction Converter from daily Date to fraction
fraction2daily Converter from fraction to daily Date
jubilee Constructor of the jubilee class
jubilee-class The jubilee class
jubilee.adj_fault_line Adjust the time series by fault lines
jubilee.backward_rtn Internal utility to calculate annualized forward and backward (log) return
jubilee.calc_cape Internal utility to calculate n-year CAPE
jubilee.eqty_ols Internal utility to calculate OLS regression for log total return index
jubilee.forward_rtn Internal utility to calculate annualized forward and backward (log) return
jubilee.fred_data Internal utility to download time series data from FRED
jubilee.locate_file Internal utility to locate static file
jubilee.macro_cost Calculate the cost function of the macro model
jubilee.macro_fit The GUPTY macro model
jubilee.macro_predict Prediction from UNRATE and GDP models
jubilee.mcsapply Wrapper to calculate 'sapply' using multi-core
jubilee.ols Internal utility to calculate OLS regression
jubilee.optimal_tb3ms Calculate the optimal TB3MS
jubilee.predict Make prediction based on linear regression
jubilee.predict_real Make prediction based on linear regression
jubilee.read_fred_file Internal utility to read FRED file
jubilee.repo Constructor of 'jubilee.repo' class
jubilee.repo-class The jubilee repository class
jubilee.repo.config Configuration of jubilee's data repository
jubilee.std_fault_line Standard fault line data sets
jubilee.yield_inversion List of dates for yield curve inversion
tri.wave Constructor of 'tri.wave' class
tri.wave class The triangular wave model class
tri.wave.a Methods of triangular wave model
tri.wave.logr Methods of triangular wave model
tri.wave.logr.quarter Methods of triangular wave model
tri.wave.logr.semi Methods of triangular wave model
tri.wave.logr.y Methods of triangular wave model
tri.wave.s Methods of triangular wave model
tri.wave.x Methods of triangular wave model
tri.wave.y Methods of triangular wave model
triangle Methods of triangular wave model