midasr-package {midasr}

Mixed Data Sampling Regression

Description

Package for estimating, testing and forecasting MIDAS regression.

Details

Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.

Author(s)

Virmantas Kvedaras [e-mail], Vaidotas Zemlys (maintainer) [e-mail]