macroframe-forecast 0.1.1

Macroframework forecasting with accounting identities

Systematizing Macroframework Forecasting: High-Dimensional Conditional Forecasting with Accounting Identities

This repository contains the Python code for the forecasting method described in:

Systematizing Macroframework Forecasting: High-Dimensional Conditional Forecasting with Accounting Identities.

Installation

To install the mff package, run the following from the repository root:

python -m pip install .

Development

For development of the code, use the environment in file environment-dev.yml. It's recommended to install the editable version of the package, so the edits are immediately reflected for testing:

python -m pip install -e .

Building documentation

To build/update documentation, run:

sphinx-build -M html docs/source/ docs/build/