Description: This a new model, mainly for stock time series modeling, including high frequency and low frequency data, the fitting precision is better than the traditional time series model, after use will be more and more widely
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File list (Check if you may need any files):
MIDASv1.1\appADLMIDAS1.m
.........\appADLMIDAS2.m
.........\appADLMIDAS3.m
.........\ForecastCombine.m
.........\mfrvobj_adl.m
.........\MIDAS_ADL.m
.........\MIDAS_Usersguide_V1.0.pdf
.........\MixFreqData.m
.........\mydata.xlsx
.........\private\aicbic.m
.........\.......\almon_adl_new.m
.........\.......\almon_weights.m
.........\.......\bnlsNN_adl_new.m
.........\.......\bnls_adl_new.m
.........\.......\enls1_adl_new.m
.........\.......\HAC_kernel.m
.........\.......\hessian.m
.........\.......\jacob.m
.........\.......\midas_sf_adl_new.m
.........\.......\midas_X.m
.........\.......\ols.m
.........\.......\ssr_mfrvobj_adl.m
.........\.......\var2struct.m
.........\Readme.txt
.........\ssr_r25_adl_new.m
.........\ssr_r25_NN_adl_new.m
.........\private
MIDASv1.1
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