Package: jubilee
Type: Package
Title: Forecasting Long-Term Growth of the U.S. Stock Market and
        Business Cycles
Version: 0.3.3
Date: 2020-01-24
Authors@R: person(given = c("Stephen", "H-T."), family = "Lihn",
                  email = "stevelihn@gmail.com", role = c("aut", "cre"))
Author: Stephen H-T. Lihn [aut, cre]
Maintainer: Stephen H-T. Lihn <stevelihn@gmail.com>
Description: A long-term forecast model called "Jubilee-Tectonic model" is implemented to forecast future returns of the U.S. stock market, Treasury yield, and gold price. The five-factor model forecasts the 10-year and 20-year future equity returns with high R-squared above 80 percent. It is based on linear growth and mean reversion characteristics in the U.S. stock market. This model also enhances the CAPE model by introducing the hypothesis that there are fault lines in the historical CAPE, which can be calibrated and corrected through statistical learning. In addition, it contains a module for business cycles, optimal interest rate, and recession forecasts.
URL: https://ssrn.com/abstract=3156574
        https://ssrn.com/abstract=3422278
        https://ssrn.com/abstract=3435667
Depends: R (>= 3.5.0)
Imports: stats, yaml, utils, xts, zoo, splines, parallel, graphics,
        methods, readxl (>= 1.3.1), data.table, dplyr
Suggests: knitr, tinytex, R.rsp, testthat, roxygen2, scales, shape
VignetteBuilder: R.rsp
License: Artistic-2.0
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
Collate: 'daily2fraction-method.R' 'fraction2daily-method.R'
        'jubilee-adj-fault-line-method.R' 'jubilee-calc-cape-method.R'
        'jubilee-package.R' 'jubilee-class.R' 'jubilee-constructor.R'
        'jubilee-eqty-ols-method.R' 'jubilee-forward-rtn-method.R'
        'jubilee-fred-data-method.R' 'jubilee-locate-file.R'
        'jubilee-macro-cost-method.R' 'jubilee-macro-fit-method.R'
        'jubilee-macro-predict-method.R' 'jubilee-mcsapply-method.R'
        'jubilee-ols-method.R' 'jubilee-optimal-tb3ms-method.R'
        'jubilee-predict-method.R' 'jubilee-read-fred-file.R'
        'jubilee-repo-class.R' 'jubilee-repo-config.R'
        'jubilee-repo-constructor.R' 'jubilee-std-fault-line-method.R'
        'jubilee-yield-inversion-method.R' 'tri-wave-class.R'
        'tri-wave-constructor.R' 'tri-wave-model.R'
NeedsCompilation: no
Packaged: 2020-01-24 16:15:31 UTC; slihn
Repository: CRAN
Date/Publication: 2020-01-24 16:40:02 UTC
Built: R 4.5.3; ; 2026-03-28 21:26:07 UTC; windows
