Core models¶
examples/midas.py
fits a single-indicator MIDAS, a multi-regressor
MultiMIDAS, and the full
MidasCombo pipeline on sampled
mixed-frequency data. Run it from the repository root:
examples/midas.py
fits a single-indicator MIDAS, a multi-regressor
MultiMIDAS, and the full
MidasCombo pipeline on sampled
mixed-frequency data. Run it from the repository root: