To cite package ‘dfms’ in publications use: Krantz S, Bagdziunas R (2024). _dfms: Dynamic Factor Models_. R package version 0.2.2, . A BibTeX entry for LaTeX users is @Manual{, title = {dfms: Dynamic Factor Models}, author = {Sebastian Krantz and Rytis Bagdziunas}, year = {2024}, note = {R package version 0.2.2}, url = {https://github.com/sebkrantz/dfms}, }