quantecon / dynamic_factor_models Goto Github PK

There is almost no documentation for functions in .jl files.

We can get correct results only when nfac_o==0.

Need to add operations when nfac_o!=0 to dfm_functions.jl

Outputs of the tables are not enough beautiful.

Do we need to find or wait for a better package?

After data is read and detrended, the result is slightly off from the original one.

I suspect it is because of the definition of median; median of [1,2] is 1.5 (which median() gives) or 1 (which authors are using) (or computational error...?)