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

Documentation

Manual: midasr.pdf
Vignette: None available.

Maintainer: Vaidotas Zemlys <zemlys at gmail.com>

Author(s): Virmantas Kvedaras <virmantas.kvedaras at mif.vu.lt>, Vaidotas Zemlys <vaidotas.zemlys at mif.vu.lt>

Install package and any missing dependencies by running this line in your R console:

install.packages("midasr")

Depends R (>= 2.11.0), sandwich, optimx
Imports MASS, numDeriv, Matrix, forecast, stats, graphics, utils
Suggests testthat
Enhances
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Package midasr
Materials
URL http://mpiktas.github.io/midasr/
Task Views Econometrics
Version 0.6
Published 2016-08-08
License GPL-2 | MIT + file LICENCE
BugReports https://github.com/mpiktas/midasr/issues
SystemRequirements
NeedsCompilation no
Citation
CRAN checks midasr check results
Package source midasr_0.6.tar.gz