Hi, I am Artur 👋

I'm an economist and data scientist who loves to play around with time-series like data 📈. I am also passionate about contributing 💻 open-source packages for my favourite open-source software package named 🌟Gretl🌟 (http://gretl.sourceforge.net/).

😷 Check out my COVID-19 forecasting hobby project: https://github.com/atecon/covid_19_forecast

Open-source projects 🔭

In case you use gretl and the Sublime editor, here is my official Hansl-Gretl-Language package: https://packagecontrol.io/packages/Hansl-Gretl-Language

I am author of various official user-contributed packages for gretl. Here is a list:

• ADMBP: ARDL Dynamic Multiplier Bootstrap Package (https://github.com/atecon/ADMPB)
• assertion: Assert functions for verifying expectations and values in gretl tests (https://github.com/atecon/assertion)
• auto_arima: Return best ARIMA model according to information criteria value (https://github.com/atecon/auto_arima)
• BMST: Logit and Probit model specifcation tests package (https://github.com/atecon/bmst)
• calendar_utils: Collection of useful date time related tools (https://github.com/atecon/calendar_utils)
• CategoryEncoders: Encoder based on categorical variables (https://github.com/atecon/CategoryEncoders)
• cointARDL: Bootstrap single-equation cointegration tests (https://github.com/atecon/cointARDL)
• CvDataSplitter: Compile cross-validation datasets (https://github.com/atecon/cv_data_splitter)
• fsboost: Implementation of the forward-stagewise shrinkage & selection estimator (https://github.com/atecon/fsboost/)
• gregory_hansen: Residual-based tests for cointegration in models with regime shifts (https://github.com/atecon/gregory_hansen)
• holidays: Retrieve list of holiday series (https://github.com/atecon/holidays)
• latextab: Write matrix as Latex table (https://github.com/atecon/latextab)
• mat2data: Write matrix as dataset to some file (e.g. csv, gdt) (https://github.com/atecon/mat2data)
• memusage: Compute memory usage of gretl objects (https://github.com/atecon/memusage)
• multiplot: Combine multiple plots to a single graph (https://github.com/atecon/multiplot)
• naiveFC: Simple forecasting methods (https://github.com/atecon/naivefc)
• PairPlot: Scatterplot matrix with factor separation (https://github.com/atecon/pairplot)
• plot_scatter_label: Add labels to scatter plot (http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/plot_scatter_label.gfn)
• plot_ts_y2axis: Single scatter plot with 2 y-axis + with lines (http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/plot_ts_y2axis.gfn)
• pmbb: Moving Blocks Bootstrap (MBB) for linear panels (http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/pmbb.gfn)
• ridge: Ridge regression (https://github.com/atecon/ridge)
• RollingStats: Rolling Time-Series Statistics (https://github.com/atecon/Rolling_Stats)
• SB: Stationary bootstrap resampling of time series (http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/SB.gfn)
• season_plot: Plot seasonal time-series components (https://github.com/atecon/season_plot)
• stack_data: Stack list of series (https://github.com/atecon/stack)
• string_utils: Helper functions for string operations (https://github.com/atecon/string_utils)
• Threshold_Panel: Panel threshold model (Bruce Hansen, JoE 1999) (https://github.com/atecon/Threshold_Panel)
• VARrec: Recursive computation of VAR model coefficient estimates (https://github.com/atecon/VARrec)
• var_chow: Chow test for VAR models (bootstrap version) (http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/var_chow.gfn)
• FEP: Forecast Evaluation Package (https://github.com/atecon/fep)

Find me around the web 🌎:

• Check out my academic publications: https://ideas.repec.org/f/pta322.html

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