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MIDAS_example
- 使用混频抽样模型对宏观经济数据进行实时预测(forecast the macroeconomic data by using MIDAS model)
MIDAS
- 对宏观低频经济数据与微观高频数据进行混频数据建模(Mixing data modeling of macro low frequency economic data and micro high frequency data)
matlab code
- MIDAS实现(混频数据模型),例如用日度数据预测月度数据(Midas implementation (mixing data model), such as forecasting monthly data with daily data)