Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.
Version: | 0.8 |
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: | 2021-02-23 |
DOI: | 10.32614/CRAN.package.midasr |
Author: | Virmantas Kvedaras, Vaidotas Zemlys-Balevicius |
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 |
Reference manual: | midasr.pdf |
Package source: | midasr_0.8.tar.gz |
Windows binaries: | r-devel: midasr_0.8.zip, r-release: midasr_0.8.zip, r-oldrel: midasr_0.8.zip |
macOS binaries: | r-devel (arm64): midasr_0.8.tgz, r-release (arm64): midasr_0.8.tgz, r-oldrel (arm64): midasr_0.8.tgz, r-devel (x86_64): midasr_0.8.tgz, r-release (x86_64): midasr_0.8.tgz, r-oldrel (x86_64): midasr_0.8.tgz |
Old sources: | midasr archive |
Please use the canonical form https://CRAN.R-project.org/package=midasr to link to this page.