midasr-package: Mixed Data Sampling Regression
In midasr: Mixed Data Sampling Regression
Description
Package for estimating, testing and forecasting MIDAS regression.
Details
Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.
Author(s)
Virmantas Kvedaras virmantas.kvedaras@mif.vu.lt, Vaidotas Zemlys (maintainer) zemlys@gmail.com
midasr documentation built on Feb. 23, 2021, 5:11 p.m.
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Description
Package for estimating, testing and forecasting MIDAS regression.
Details
Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.
Author(s)
Virmantas Kvedaras virmantas.kvedaras@mif.vu.lt, Vaidotas Zemlys (maintainer) zemlys@gmail.com
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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