R package for extracting trends and cycles from economic time series: Hodrick-Prescott, Baxter-King, Hamilton filters, moving averages, STL, and more in a pipe-friendly interface

This is my works on Information Visualization

Course project designed as TA for Linear Algebra, utilizing Markov Chains to model economic dynamics.

Business Cycle Regularities in 2 countries

Autoregressive (AR) models with advanced techniques: model selection, diagnostics, structural breaks, rolling forecasts, Fourier seasonality, exogenous variables, business cycle analysis, and benchmarking for economic time series.