mpiktas/midasr: Mixed Data Sampling Regression

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

Getting started

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
Version0.8.2
URL http://mpiktas.github.io/midasr/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("mpiktas/midasr")
mpiktas/midasr documentation built on Aug. 24, 2022, 2:32 p.m.