Last data update: 2014.03.03

Data Source

R Release (3.2.3)
CranContrib
BioConductor
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Results 1 - 6 of 6 found.
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USqgdp (Package: midasr) : United States gross domestic product, quarterly, seasonaly adjusted annual rate.

United States gross domestic product, quarterly, seasonaly adjusted annual rate. Retrieved from FRED, symbol "GDP" at 2014-04-25.
● Data Source: CranContrib
● Keywords: datasets
● Alias: USqgdp
● 0 images

USpayems (Package: midasr) : United States total employment non-farms payroll, monthly, seasonally adjusted.

United States total employment non-farms payroll, monthly, seasonally adjusted. Retrieved from FRED, symbol "PAYEMS" at 2014-04-25.
● Data Source: CranContrib
● Keywords: datasets
● Alias: USpayems
● 0 images

oos_prec (Package: midasr) : Out-of-sample prediction precision data on simulation example

The code in the example generates the out-of-sample prediction precision data for correctly and incorrectly constrained MIDAS regression model compared to unconstrained MIDAS regression model.
● Data Source: CranContrib
● Keywords: datasets
● Alias: oos_prec
● 0 images

rvsp500 (Package: midasr) : Realized volatility of S&P500 index

Realized volatility of S&P500(Live) index of the period 2000 01 03 - 2013 11 22
● Data Source: CranContrib
● Keywords: datasets
● Alias: rvsp500
● 0 images

USunempr (Package: midasr) : US monthly unemployment rate

The monthly unemployment rate for United States from 1948 to 2011.
● Data Source: CranContrib
● Keywords: datasets
● Alias: USunempr
● 0 images

USrealgdp (Package: midasr) : US annual gross domestic product in billions of chained 2005 dollars

The annual gross domestic product in billions of chained 2005 dollars for US from 1948 to 2011.
● Data Source: CranContrib
● Keywords: datasets
● Alias: USrealgdp
● 0 images