midasr: Mixed Data Sampling Regression
Version 0.6

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

Package details

AuthorVirmantas Kvedaras <virmantas.kvedaras@mif.vu.lt>, Vaidotas Zemlys <vaidotas.zemlys@mif.vu.lt>
Date of publication2016-08-08 16:52:48
MaintainerVaidotas Zemlys <zemlys@gmail.com>
LicenseGPL-2 | MIT + file LICENCE
URL http://mpiktas.github.io/midasr/
Package repositoryView on CRAN
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midasr documentation built on May 29, 2017, 4:12 p.m.