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rumidas 0.1.2
- Fixed bugs.
- Introduced random starting values for GARCH-MIDAS and MEM-MIDAS models.
- Introduced the DAGM with two low-frequency variables (“DAGM2M”).
rumidas 0.1.1
- Added Exponential Almon lag function to weight the lagged realizations of the MIDAS variable for the GARCH-MIDAS models.
- Introduced the models GMX, DAGMX, MEMX, and MEMMIDASX, that is: GARCH-MIDAS-X, DAGM-X, MEM-X and MEM-MIDAS-X.
- Introduced the multi-step-ahead predictions for the GARCH-MIDAS models.
- Fixed typos.
- Improved function print.rumidas.
rumidas 0.1.0
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.