mpiktas / midasr

R package for mixed frequency time series data analysis.
http://mpiktas.github.io/midasr/
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Write forecasting function for the MIDAS regresion #25

Closed vzemlys closed 11 years ago

vzemlys commented 11 years ago

There is already a function predict. But it does not take into account the lags. For forecasting only new data must be passed. This means that we need to keep the actual data to form necessary lag structures.

Also for AR models we need to iterate.