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 <virmantas.kvedaras@ec.europa.eu>, Vaidotas Zemlys-Balevicius <zemlys@gmail.com>
MaintainerVaidotas Zemlys-Balevičius <zemlys@gmail.com>
LicenseGPL-2 | MIT + file LICENCE
URL http://mpiktas.github.io/midasr/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the midasr package in your browser

Any scripts or data that you put into this service are public.

midasr documentation built on Feb. 23, 2021, 5:11 p.m.