Methods and tools for mixed frequency time series data analysis. Allows estimation, model selection and forecasting for MIDAS regressions.
| Version: | 0.6 |
| Depends: | R (≥ 2.11.0), sandwich, optimx |
| Imports: | MASS, numDeriv, Matrix, forecast, stats, graphics, utils |
| Suggests: | testthat |
| Published: | 2016-08-08 |
| Author: | Virmantas Kvedaras, Vaidotas Zemlys |
| Maintainer: | Vaidotas Zemlys <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_0.6.tar.gz |
| Windows binaries: | r-devel: midasr_0.6.zip, r-release: midasr_0.6.zip, r-oldrel: midasr_0.6.zip |
| OS X El Capitan binaries: | r-release: midasr_0.6.tgz |
| OS X Mavericks binaries: | r-oldrel: midasr_0.6.tgz |
| Old sources: | midasr archive |
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