rumidas 0.1.1
- Added Exponential Almon lag function to weight the lagged realizations of the MIDAS variable for the GARCH-MIDAS models.
- Introduced the models GMX, DAGMX, MEMX, and MEMMIDASX, that is: GARCH-MIDAS-X, DAGM-X, MEM-X and MEM-MIDAS-X.
- Introduced the multi-step-ahead predictions for the GARCH-MIDAS models.
- Fixed typos.
- Improved function print.rumidas.
rumidas 0.1.0