Transforming non-normal data to normality using Johnson families
of distributions.

Transforming univariate non-normal data to normality using Johnson
families of distributions. Johnson family is a comprehensive distribution
family that accommodates many kinds of non-normal distributions. A bunch of
distributions with various parameters will be fit and the corresponding
p-values under a user-specified normality test will be given. The final
transformation will be the one with the largest p-value under the given
normality test.

Forecast Long-Term Growth of the U.S. Stock Market
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 can forecast 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. In addition, this model 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.
stats, yaml, utils, xts, zoo, splines, parallel, graphics,
methods, readxl, data.table, lmtest
knitr, tinytex, R.rsp, testthat, roxygen2, scales, shape
'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'

Forecasting Long-Term Growth of the U.S. Stock Market
stats, yaml, utils, xts, zoo, splines, parallel, graphics,
methods, readxl, data.table

Forecasting Long-Term Growth of the U.S. Stock Market and
Business Cycles
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.
'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'