Man pages for mpiktas/midasr
Mixed Data Sampling Regression

agk.testAndreou, Ghysels, Kourtellos LM test
almonpAlmon polynomial MIDAS weights specification
almonp_gradientGradient function for Almon polynomial MIDAS weights
amidas_tableWeight and lag selection table for aggregates based MIDAS...
amweightsWeights for aggregates based MIDAS regressions
average_forecastAverage forecasts of MIDAS models
check_mixfreqCheck data for MIDAS regression
coef.midas_rExtract coefficients of MIDAS regression
deriv_testsCheck whether non-linear least squares restricted MIDAS...
deviance.midas_rMIDAS regression model deviance
dmlsMIDAS lag structure for unit root processes
expand_amidasCreate table of weights, lags and starting values for Ghysels...
expand_weights_lagsCreate table of weights, lags and starting values
fmlsFull MIDAS lag structure
forecast.midas_rForecast MIDAS regression
genexpGeneralized exponential MIDAS coefficients
genexp_gradientGradient of generalized exponential MIDAS coefficient...
get_estimation_sampleGet the data which was used to etimate MIDAS regression
gompertzpNormalized Gompertz probability density function MIDAS...
gompertzp_gradientGradient function for normalized Gompertz probability density...
hAhr_testTest restrictions on coefficients of MIDAS regression using...
hAh_testTest restrictions on coefficients of MIDAS regression
harstepHAR(3)-RV model MIDAS weights specification
harstep_gradientGradient function for HAR(3)-RV model MIDAS weights...
hf_lags_tableCreate a high frequency lag selection table for MIDAS...
imidas_rRestricted MIDAS regression with I(1) regressors
lcauchypNormalized log-Cauchy probability density function MIDAS...
lcauchyp_gradientGradient function for normalized log-Cauchy probability...
lf_lags_tableCreate a low frequency lag selection table for MIDAS...
lws_table-addCombine 'lws_table' objects
midas_auto_simSimulate simple autoregressive MIDAS model
midas_qrRestricted MIDAS quantile regression
midas_rRestricted MIDAS regression
midas_r.fitFit restricted MIDAS regression
midas_r_ic_tableCreate a weight and lag selection table for MIDAS regression...
midas_r_npEstimate non-parametric MIDAS regression
midasr-packageMixed Data Sampling Regression
midas_r_simpleRestricted MIDAS regression
midas_simSimulate simple MIDAS regression response variable
midas_uEstimate unrestricted MIDAS regression
mlsMIDAS lag structure
modselSelect the model based on given information criteria
nakagamipNormalized Nakagami probability density function MIDAS...
nakagamip_gradientGradient function for normalized Nakagami probability density...
nbetaNormalized beta probability density function MIDAS weights...
nbeta_gradientGradient function for normalized beta probability density...
nbetaMTNormalized beta probability density function MIDAS weights...
nbetaMT_gradientGradient function for normalized beta probability density...
nealmonNormalized Exponential Almon lag MIDAS coefficients
nealmon_gradientGradient function for normalized exponential Almon lag...
oos_precOut-of-sample prediction precision data on simulation example
plot_midas_coefPlot MIDAS coefficients
polystepStep function specification for MIDAS weights
polystep_gradientGradient of step function specification for MIDAS weights
predict.midas_rPredict method for MIDAS regression fit
prep_hAhCalculate data for hAh_test and hAhr_test
rvsp500Realized volatility of S&P500 index
select_and_forecastCreate table for different forecast horizons
simulate.midas_rSimulate MIDAS regression response
split_dataSplit mixed frequency data into in-sample and out-of-sample
update_weightsUpdates weights in MIDAS regression formula
USpayemsUnited States total employment non-farms payroll, monthly,...
USqgdpUnited States gross domestic product, quarterly, seasonaly...
USrealgdpUS annual gross domestic product in billions of chained 2005...
USunemprUS monthly unemployment rate
weights_tableCreate a weight function selection table for MIDAS regression...
mpiktas/midasr documentation built on April 13, 2018, 8:34 p.m.