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Write forecasting function for the MIDAS regresion #25

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vzemlys opened this issue Aug 4, 2013 · 0 comments
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Write forecasting function for the MIDAS regresion #25

vzemlys opened this issue Aug 4, 2013 · 0 comments
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@vzemlys
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vzemlys commented Aug 4, 2013

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.

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