2017年4月26日水曜日

Data - GDP, PAYEMS and UNDCONTSA for 2017Q3 and Q4.


> last(GDP)
               GDP
2016-10-01 18869.4
last(GDP) *  1.024^(3/4)
                GDP
2017-07-01 19208.04
> last(GDP) *  1.024^(4/4)
                GDP
2017-10-01 19322.27
> as.xts(forecast(auto.arima(PA),h=10)$mean[1:10],as.Date(as.yearmon(seq(mondate(index(last(PA)))+1,by=1,length.out=10))))[(3-month(index(last(PA))) %% 3) + c(1,4,7)]
               [,1]
2017-07-01 146452.6
2017-10-01 146868.5
2018-01-01 147271.4
> as.xts(forecast(auto.arima(UC),h=10)$mean[1:10],as.Date(as.yearmon(seq(mondate(index(last(UC)))+1,by=1,length.out=10))))[(3-month(index(last(PA))) %% 3) + c(1,4,7)]
               [,1]
2017-07-01 1102.529
2017-10-01 1110.716
2018-01-01 1117.029

> my_sp5(19208.04,146452.6,1102.529)
[1] "m_m params! to.quarter w/ GDPC96"
[1] 1928.808
[1] "m_m params! apply.quarter w/ GDPC96"
[1] 1892.213
[1] "m_m params! apply.quarter - UC w/ GDPC96"
[1] 2067.087
[1] "m_m params! apply.quarter - UC w/ nominal GDP"
[1] 2406.39

> my_sp5(19322.27,146868.5,1110.716)
[1] "m_m params! to.quarter w/ GDPC96"
[1] 1955.476
[1] "m_m params! apply.quarter w/ GDPC96"
[1] 1915.963
[1] "m_m params! apply.quarter - UC w/ GDPC96"
[1] 2104.267
[1] "m_m params! apply.quarter - UC w/ nominal GDP"
[1] 2465.982

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