midasr-package

midasr

Package for estimating, testing and forecasting MIDAS regression.

package

Methods and tools for mixed frequency time series data analysis.
Allows estimation, model selection and forecasting for MIDAS regressions.

Vaidotas Zemlys

Mixed Data Sampling Regression

midasr-package function

Virmantas Kvedaras <a href="/link/virmantas.kvedaras%40mif.vu.lt?package=midasr&version=0.8" data-mini-rdoc="midasr::virmantas.kvedaras@mif.vu.lt">virmantas.kvedaras@mif.vu.lt</a>, Vaidotas Zemlys (maintainer) <a href="/link/zemlys%40gmail.com?package=midasr&version=0.8" data-mini-rdoc="midasr::zemlys@gmail.com">zemlys@gmail.com</a>

Author

Mixed Data Sampling Regression — midasr-package

Virmantas Kvedaras <a href='mailto:virmantas.kvedaras@mif.vu.lt'>virmantas.kvedaras@mif.vu.lt</a>, Vaidotas Zemlys (maintainer) <a href='mailto:zemlys@gmail.com'>zemlys@gmail.com</a>

midasr-package: Mixed Data Sampling Regression

Description

Arguments

Author

Details