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pct_change specifies fill_method='pad' #82

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pct_change specifies fill_method='pad' #82

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4 changes: 3 additions & 1 deletion ogusa/macro_params.py
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Original file line number Diff line number Diff line change
Expand Up @@ -107,7 +107,9 @@ def get_macro_params():

# find g_y
macro_parameters["g_y"] = (
fred_data_q["GDP Per Capita"].pct_change(periods=4, freq="Q").mean()
fred_data_q["GDP Per Capita"]
.pct_change(periods=4, freq="Q", fill_method="pad")
.mean()
)

# # estimate r_gov_shift and r_gov_scale
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