Code related to “An automated approach towards sparse single-equation cointegration modelling”

• R package for the implementation of SPECS. The package includes the corresponding dataset containing Dutch unemployment rates collected from Statistics Netherlands and a collection of Google Trends.

Code related to "Sparse Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data"

• SPLASH R package for the implementation of SPLASH.

• RStoolbox package. This is an adapted version of the original package by Benjamin Leutner (https://bleutner.github.io/RStoolbox/), which is not available on CRAN anymore and contains outdated dependencies that prevent a successful installation in newer versions of R. The package is required in "Step 1: Data Extraction".

• Pre-processed NO2 concentrations obtained via the Copernicus Open Access Hub (https://scihub.copernicus.eu/).

• The following R scripts can be used to download, process and model sattelite measured data:

Step 1: Data Extraction

Step 2: Data processing

Step 3: Data modelling (coming soon)

Notes

• The codes provided on this page are available freely for non-commercial use only.  All files have been tested to ensure their functionality. Any questions on how to use the codes, suggestions for improvements, corrections of errors, etc. are welcome by e-mail. If you use the code in your research, an acknowledgement in the form of a reference to this website and a citation of the relevant papers is appreciated.

• R is available as a free download here.