[R] Forecasting with Timeseries with Different Frequency

Berend Hasselman bhh at xs4all.nl
Tue Jan 12 19:03:06 CET 2016

Have a look at the midasr package available on CRAN.
It might provide what you need.


> On 12 Jan 2016, at 17:16, Lorenzo Isella <lorenzo.isella at gmail.com> wrote:
> Dear All,
> Suppose you have some time series, e.g. monthly data about
> profits in a company.
> I am trying to develop a model to predict what the profit will be the
> next month or two.
> Other useful data is for sure the number of employes in the company,
> the volume of product purchases etc...but they are available at best
> on a quarterly basis.
> I am sure I am not the first one that has this problem: I would like
> *not* to neglect this auxiliary info, but I am sure about how to
> proceed with monthly and quarterly data.
> Any suggestion is appreciated.
> Lorenzo
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