NEWS.md

In rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS

rumidas 0.1.3

• Fixed bugs.
• Introduced the GM with two low-frequency variables ("GM2M").

rumidas 0.1.2

• Fixed bugs.
• Introduced random starting values for GARCH-MIDAS and MEM-MIDAS models.
• Introduced the DAGM with two low-frequency variables ("DAGM2M").

rumidas 0.1.1

• Added Exponential Almon lag function to weight the lagged realizations of the MIDAS variable for the GARCH-MIDAS models.
• Introduced the models GMX, DAGMX, MEMX, and MEMMIDASX, that is: GARCH-MIDAS-X, DAGM-X, MEM-X and MEM-MIDAS-X.
• Introduced the multi-step-ahead predictions for the GARCH-MIDAS models.
• Fixed typos.
• Improved function print.rumidas.

rumidas 0.1.0

• First release

rumidas documentation built on April 4, 2025, 1:01 a.m.