Jubilee Manual

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Package ‘jubilee’September 1, 2018Type PackageTitle Forecast Long-Term Growth of the U.S. Stock MarketVersion 0.2.3Date 2018-09-01Author Stephen H-T. Lihn [aut, cre]Maintainer Stephen H-T. Lihn <stevelihn@gmail.com>DescriptionA long-term forecast model called ``Jubilee-Tectonic model'' is implemented to forecast future re-turns of the U.S. stock market, Treasury yield, and gold price. The five-factor model can fore-cast the 10-year and 20-year future equity returns with high R-squared above 80 per-cent. It is based on linear growth and mean reversion characteristics in the U.S. stock mar-ket. In addition, this model enhances the CAPE model of Robert Shiller by introducing the hy-pothesis that there are fault lines in the historical CAPE, which can be calibrated and cor-rected through statistical learning.URL https://ssrn.com/abstract=3156574Depends R (>= 3.3.0)Imports stats, yaml, utils, xts, zoo, splines, parallel, graphics,methods, readxl, data.table, lmtestSuggests knitr, R.rsp, testthat, roxygen2, scales, shapeVignetteBuilder R.rspLicense Artistic-2.0Encoding UTF-8LazyData trueRoxygenNote 6.1.0Collate '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-mcsapply-method.R' 'jubilee-ols-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''tri-wave-class.R' 'tri-wave-constructor.R' 'tri-wave-model.R'NeedsCompilation no1

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