search

mpiktas / midasr

R package for mixed frequency time series data analysis.
http://mpiktas.github.io/midasr/
Other
73 stars 34 forks source link

fitted value of in-sample based on average_forecast() #77

Closed QAQ-Ahuahuahuahua closed 3 years ago

QAQ-Ahuahuahuahua commented 3 years ago

Hi again,

When I used average_forecast(), I could get the MSE both in-sample and out-of-sample, together with forecasts of out-of-sample. Is there any way that I could also get the in-sample fitted data of average_forecast()?

Any help would be appreciated!