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 + fileLICENCE |
| URL: | http://mpiktas.github.io/midasr/ |
| NeedsCompilation: | no |
| Citation: | midasr citation info |
| Materials: | README,NEWS |
| In views: | Econometrics |
| CRAN checks: | midasr results |