midasr (0.6)

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Mixed Data Sampling Regression.


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

Maintainer: Vaidotas Zemlys
Author(s): Virmantas Kvedaras <virmantas.kvedaras@mif.vu.lt>, Vaidotas Zemlys <vaidotas.zemlys@mif.vu.lt>

License: GPL-2 | MIT + file LICENCE

Uses: forecast, MASS, Matrix, numDeriv, optimx, sandwich, testthat

Released over 1 year ago.

3 previous versions



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