EconCausal
Causal Analysis for Macroeconomic Time Series (ECM-MARS, BSTS, Bayesian GLM-AR(1))
Implements three complementary pipelines for causal analysis on macroeconomic time series: (1) Error-Correction Models with Multivariate Adaptive Regression Splines (ECM-MARS), (2) Bayesian Structural Time Series (BSTS), and (3) Bayesian GLM with AR(1) errors validated with Leave-Future-Out (LFO). Heavy backends (Stan) are optional and never used in examples or tests.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.2 |
rolling source/ R- | EconCausal_1.0.2.tar.gz |
137.7 KiB |
1.0.2 |
latest source/ R- | EconCausal_1.0.2.tar.gz |
137.7 KiB |
1.0.2 |
2026-04-09 windows/windows R-4.5 | EconCausal_1.0.2.zip |
175.6 KiB |