midasr: Mixed Data Sampling Regression

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

Package details

AuthorVirmantas Kvedaras <[email protected]>, Vaidotas Zemlys-Balevičius <[email protected]>
MaintainerVaidotas Zemlys-Balevičius <[email protected]>
LicenseGPL-2 | MIT + file LICENCE
Version0.7
URL http://mpiktas.github.io/midasr/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("midasr")

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midasr documentation built on May 1, 2019, 8:46 p.m.