Open zhouvw opened 2 years ago
Hi,
Unfortunately that file is composed of proprietary data that I cannot share. I can say that it contains a time-series of the pricing data of Californian municipal bonds.
If you'd like to have a sample data set to play with, I suggest you look at the built-in data sets (e.g. df_financial) of the package here:
https://github.com/onnokleen/mfGARCH
Tim
On Thu, Nov 18, 2021 at 10:56 AM zhouvw @.***> wrote:
Hello, Sir. Recently, I have been learning the model of mixed frequency data. I found relevant codes of GARCH-MIDAS model in your GitHub, but I lack the source data file named “CA_reg_data_2021-09-30.csv” in the code "garch_midas.R". I hope you can provide me with this data file to help me complete the learning of the model. I hereby extend my highest respect to you and look forward to your reply. I wish you all the best.
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Hello, Sir. Recently, I have been learning the model of mixed frequency data. I found relevant codes of GARCH-MIDAS model in your GitHub, but I lack the source data file named “CA_reg_data_2021-09-30.csv” in the code "garch_midas.R". I hope you can provide me with this data file to help me complete the learning of the model. I hereby extend my highest respect to you and look forward to your reply. I wish you all the best.