NEWS
rumidas 0.1.2 (2024-02-17)
- Fixed bugs.
- Introduced random starting values for GARCH-MIDAS and MEM-MIDAS models.
- Introduced the DAGM with two low-frequency variables ("DAGM2M").
rumidas 0.1.1 (2021-02-01)
- Added Exponential Almon lag function to weight the lagged realizations of the MIDAS variable for the GARCH-MIDAS models.
- Introduced the models GMX, DAGMX, MEMX, and MEMMIDASX, that is: GARCH-MIDAS-X, DAGM-X, MEM-X and MEM-MIDAS-X.
- Introduced the multi-step-ahead predictions for the GARCH-MIDAS models.
- Fixed typos.
- Improved function print.rumidas.
rumidas 0.1.0 (2020-09-22)