Comments (1)
Panel data is not supported. However you can do frequency alignment with help of function mls and then proceed to estimate the panel data model by hand.
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Related Issues (20)
- two step ahead forecast HOT 1
- Error in hAh_test() HOT 4
- Contribution variables
- fitted value of in-sample based on average_forecast()
- Issue with average_forecast HOT 1
- Variable lengths differ (trend) HOT 1
- Stationarity - Transformations for Mixed Frequency Data HOT 1
- markov-switching midas models HOT 3
- error when use select_and_forecast HOT 1
- Impove mlsd to work correctly with dates
- Add forecasting to midas_sp, midas_nlpr, midas_mmm and midas_lstr
- Write proper documentation for non-parametric models
- Lint the package
- Regarding k in the mls() HOT 1
- Average Forecast Combination Weight Assignment HOT 2
- how to use polystep in a midas_r formula? HOT 3
- Consistent warning messages in the midasr package and unrealistic MSE in and out sample values for a regression. HOT 1
- incorrect average_forecast values for midas_regressions
- Clarifications for select_and_forecast
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