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

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

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