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midasr: Mixed Data Sampling Regression
Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.
Getting started
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Package details |
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| Author | Virmantas Kvedaras <virmantas.kvedaras@ec.europa.eu>, Vaidotas Zemlys-Balevicius <zemlys@gmail.com> |
| Maintainer | Vaidotas Zemlys-Balevičius <zemlys@gmail.com> |
| License | GPL-2 | MIT + file LICENCE |
| Version | 0.8 |
| URL | http://mpiktas.github.io/midasr/ |
| Package repository | View on CRAN |
| Installation |
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