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.
Downloads
276
Last 30 days
17417th
643
Last 90 days
2.9K
Last year
Trend: +73.6% (30d vs prior 30d)
0
Last 30 days
24
Last 90 days
107
Last year
Trend: -100% (30d vs prior 30d)
6
Last 7 days
16
Last 30 days
2
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 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-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| 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 (2 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
Check History
NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 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
Code
Structure
Lines of code
5,887
Files
110
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
33
Internal functions
13
Recent export changes
Testing & CI
Has tests
Yes
Test-to-code ratio
0.05
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
52.6%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
Yes
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
0%
Unsafe pattern score
0
Dep constraint coverage
8.3%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.5.0
System requirements
–
C++ standard
–
License
Artistic-2.0
License flags
SPDX valid, OSI approved
History
Versions
4
First release
2018-09-03
Latest release
2020-01-24
Avg cadence
189 days
Cold removal rate
–
Dep drift
2
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.