Methods and tools for mixed frequency time series data analysis.
Allows estimation, model selection and forecasting for MIDAS regressions.
| Version: |
0.9 |
| Depends: |
R (≥ 2.11.0), sandwich, optimx, quantreg |
| Imports: |
MASS, numDeriv, Matrix, forecast, zoo, stats, graphics, utils, Formula, texreg, methods |
| Suggests: |
testthat, lubridate, xts |
| Published: |
2025-04-07 |
| DOI: |
10.32614/CRAN.package.midasr |
| Author: |
Vaidotas Zemlys-Balevičius [cre],
Virmantas Kvedaras [aut],
Vaidotas Zemlys-Balevičius [aut] |
| Maintainer: |
Vaidotas Zemlys-Balevičius <zemlys at gmail.com> |
| BugReports: |
https://github.com/mpiktas/midasr/issues |
| License: |
GPL-2 | MIT + file LICENCE |
| URL: |
http://mpiktas.github.io/midasr/ |
| NeedsCompilation: |
no |
| Citation: |
midasr citation info |
| Materials: |
README, NEWS |
| In views: |
Econometrics |
| CRAN checks: |
midasr results |