文件名称:MIDASs
介绍说明--下载内容均来自于网络,请自行研究使用
这是一个新的模型,主要是对股票等时间序列建模,包括高频和低频数据,拟合精度比传统的时间序列模型都要好,以后的用处将会越来越广-This is 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
(系统自动生成,下载前可以参看下载内容)
下载文件列表
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