midasr-package {midasr} | R Documentation |
Package for estimating, testing and forecasting MIDAS regression.
Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.
Virmantas Kvedaras virmantas.kvedaras@mif.vu.lt, Vaidotas Zemlys (maintainer) zemlys@gmail.com