mpiktas/midasr: Mixed Data Sampling Regression
Version 0.6.3

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 <[email protected]>, Vaidotas Zemlys <[email protected]>
MaintainerVaidotas Zemlys <[email protected]>
LicenseGPL-2 | MIT + file LICENCE
Version0.6.3
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("devtools")
library(devtools)
install_github("mpiktas/midasr")
mpiktas/midasr documentation built on April 13, 2018, 8:34 p.m.