matlab code

代码说明：

说明：  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)

文件列表：

MIDASv1.1\appADLMIDAS1.m, 3445 , 2014-04-09
MIDASv1.1\appADLMIDAS2.m, 3376 , 2014-04-09
MIDASv1.1\appADLMIDAS3.m, 2681 , 2014-01-20
MIDASv1.1\ForecastCombine.m, 2990 , 2014-01-11
MIDASv1.1\mfrvobj_adl.m, 595 , 2010-07-15
MIDASv1.1\MIDAS_ADL.m, 26618 , 2014-04-09
MIDASv1.1\MIDAS_Usersguide_V1.0.pdf, 258340 , 2014-01-21
MIDASv1.1\MixFreqData.m, 14958 , 2014-04-09
MIDASv1.1\mydata.xlsx, 49384 , 2014-01-10
MIDASv1.1\private\aicbic.m, 232 , 2009-12-21
MIDASv1.1\private\almon_adl_new.m, 2080 , 2012-11-11
MIDASv1.1\private\almon_weights.m, 177 , 2011-10-18
MIDASv1.1\private\bnlsNN_adl_new.m, 4199 , 2012-11-11
MIDASv1.1\private\bnls_adl_new.m, 4130 , 2012-11-11
MIDASv1.1\private\enls1_adl_new.m, 3734 , 2012-11-14
MIDASv1.1\private\HAC_kernel.m, 501 , 2009-12-08
MIDASv1.1\private\hessian.m, 4075 , 2013-11-20
MIDASv1.1\private\jacob.m, 485 , 2010-07-15
MIDASv1.1\private\midas_sf_adl_new.m, 1938 , 2012-11-11
MIDASv1.1\private\midas_X.m, 4324 , 2013-03-12
MIDASv1.1\private\ols.m, 1806 , 2012-11-11
MIDASv1.1\private\ssr_mfrvobj_adl.m, 173 , 2010-07-13
MIDASv1.1\private\var2struct.m, 235 , 2009-12-21
MIDASv1.1\Readme.txt, 900 , 2014-04-09
MIDASv1.1\ssr_r25_adl_new.m, 928 , 2010-08-04
MIDASv1.1\ssr_r25_NN_adl_new.m, 1381 , 2011-10-20
license.txt, 1502 , 2014-04-08