jubilee
Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles
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.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
CRAN incoming feasibility
Maintainer: ‘Stephen H-T. Lihn <stevelihn@gmail.com>’
Found the following URLs which should use \doi (with the DOI name only):
File ‘jubilee-package.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘jubilee.ols.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘jubilee.predict.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘tri.wave-class.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘triangle.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
CRAN incoming feasibility
Maintainer: ‘Stephen H-T. Lihn <stevelihn@gmail.com>’
Found the following URLs which should use \doi (with the DOI name only):
File ‘jubilee-package.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘jubilee.ols.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘jubilee.predict.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘tri.wave-class.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘triangle.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
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LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory
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Check History
NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
CRAN incoming feasibility
Maintainer: ‘Stephen H-T. Lihn <stevelihn@gmail.com>’
Found the following URLs which should use \doi (with the DOI name only):
File ‘jubilee-package.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘jubilee.ols.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘jubilee.predict.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘tri.wave-class.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘triangle.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
CRAN incoming feasibility
Maintainer: ‘Stephen H-T. Lihn <stevelihn@gmail.com>’
Found the following URLs which should use \doi (with the DOI name only):
File ‘jubilee-package.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘jubilee.ols.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘jubilee.predict.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘tri.wave-class.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
File ‘triangle.Rd’:
http://dx.doi.org/10.2139/ssrn.3156574
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory