sapphire921 / midas_pro Goto Github PK

Hello! Can I use daily data to predict monthly data with this code? and how to change code? Thanks.

how to caculate DCC-MIDAS model

Hello,

what kind of Python library are Mix and Adl ?
Can be they used in Jupyter environment?

Thank you for paying attention to this issue,

kind regards

TypeError Traceback (most recent call last)
Cell In[14], line 1
----> 1 y, yl, x1, x2, yf, ylf, x1f, x2f =mix_freq2(gdp.GDP_CYOY, ip.IP_YOY,lei.LEI_YOY, "3m","3m", 1, 2,
2 start_date=datetime.datetime(2011,3,31),
3 end_date=datetime.datetime(2013,3,31))

File D:\MIDAS\midas_pro-master\example\midas\mix.py:119, in mix_freq2(lf_data, hf_data1, hf_data2, x1lag, x2lag, ylag, horizon, start_date, end_date)
116 x2_rows = []
118 for lfdate in lf_data.loc[start_date:max_date].index:
--> 119 start_hf1 = hf_data1.index.get_loc(lfdate, method='bfill') # @todo Find a more efficient way
120 start_hf2 = hf_data2.index.get_loc(lfdate, method='bfill')
121 x1_rows.append(hf_data1.iloc[start_hf1 - horizon: start_hf1 - x1lag - horizon: -1].values)

TypeError: DatetimeIndex.get_loc() got an unexpected keyword argument 'method'

may i have farmpay.csv?
because your code uses this data