midasr
Mixed Data Sampling Regression
Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.
- Version0.8
- R versionunknown
- LicenseGPL-2
- LicenseMIT
- LicenseLICENCE
- Needs compilation?No
- midasr citation info
- Last release02/23/2021
Documentation
Team
Virmantas Kvedaras
Vaidotas Zemlys-Balevicius
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- Depends3 packages
- Imports7 packages
- Suggests3 packages