How to code MIDAS?

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Kristina
Kristina 2014-6-16
评论： Julia Ferreira 2020-6-20
I try to work in Matlab with data of mixed frequency. When I try to use code as in http://www.unc.edu/~eghysels/papers/MIDAS_Usersguide_V1.0.pdf and it gives me an answer "Undefined function 'MIDAS_ADL'for input arguments of type 'cell'". What should I do? The problem also was with types: single and double.

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回答（1 个）

Roger Wohlwend
Roger Wohlwend 2014-6-16
It seems that Matlab cannot not find your function. Type
path
in the command window and check if the folder that contains the MIDAS-function is part of the list. If it is not, add the folder to the search path.
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Julia Ferreira
Julia Ferreira 2020-6-19
Hi Kristina,
I am facing the same error as you did. Could you solve it ?
Julia Ferreira
Julia Ferreira 2020-6-20
I just found out what the problem was: in the paper the function's name is adlmidas. However if you check the package the name is different. It is MIDAS_ADL... so if you try to copy and paste from the paper it will never work. Perhaps the function's name chenged after the paper was published.

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