权重分配：Exponential Almon polynomial 约束一致系数
示例：
根据上述函数及数据要求，利用R代码实现混频回归示例。具体代码如下：
R代码实现
加载包
library(midasr)
生成符合条件的随机数
-
set.seed(
1001)
# 设置随机数种子
-
n <-
250
#低频数据样本容量
-
trend <- c(
1:n)
#线性趋势
-
x <- rnorm(
4 * n)
#高频解释变量，eg:季度数据
-
z <- rnorm(
12 * n)
#高频解释变量，eg:月度数据
权重分配：Exponential Almon polynomial 约束一致系数
常见加权函数形式：
-
#权重分配：指数阿尔蒙滞后多项式nealmon
-
fn_x <- nealmon(p = c(
1,
-0.5), d =
8)
-
fn_z <- nealmon(p = c(
2,
0.5,
-0.1), d =
17)
低频序列模拟 (e.g. 年度)
y <- 2 + 0.1 * trend + mls(x, 0:7, 4) %*% fn_x + mls(z, 0:16, 12) %*% fn_z + rnorm(n)
绘制系数散点图
-
plot(fn_z, col =
"red")
-
points(fn_x,col =
"blue")
MIDAS 回归示例 月度、季度数据转化为同频
基于最小二乘的线性模型
-
eq_u1 <- lm(y ~ trend + mls(x, k =
0:
7, m =
4) + mls(z, k =
0:
16, m =
12))
-
summary(eq_u1)
eq_u1结果：
-
Call:
-
lm(formula = y ~ trend + mls(x, k = 0:7, m = 4) + mls(z, k = 0:16,
-
m = 12))
-
-
Residuals:
-
Min 1Q Median 3Q Max
-
-2.2651 -0.6489 0.1073 0.6780 2.7707
-
-
Coefficients:
-
Estimate Std. Error t value Pr(>|t|)
-
(Intercept) 1.9694327 0.1261210 15.615
< 2e-16 ***
-
trend
0.1000072
0.0008769
114.047 <
2e-16 ***
-
mls(
x,
k =
0:7,
m =
4)X.0/m
0.5268124
0.0643322
8.189
2.07e-14 ***
-
mls(
x,
k =
0:7,
m =
4)X.1/m
0.3782006
0.0641497
5.896
1.38e-08 ***
-
mls(
x,
k =
0:7,
m =
4)X.2/m
0.1879689
0.0680465
2.762
0.006219 **
-
mls(
x,
k =
0:7,
m =
4)X.3/m
-0.0052409
0.0658730
-0.080
0.936658
-
mls(
x,
k =
0:7,
m =
4)X.4/m
0.1504419
0.0627623
2.397
0.017358 *
-
mls(
x,
k =
0:7,
m =
4)X.5/m
0.0104345
0.0655386
0.159
0.873647
-
mls(
x,
k =
0:7,
m =
4)X.6/m
0.0698753
0.0692803
1.009
0.314270
-
mls(
x,
k =
0:7,
m =
4)X.7/m
0.1463317
0.0650285
2.250
0.025412 *
-
mls(
z,
k =
0:16,
m =
12)X.0/m
0.3671055
0.0618960
5.931
1.14e-08 ***
-
mls(
z,
k =
0:16,
m =
12)X.1/m
0.3502401
0.0599615
5.841
1.83e-08 ***
-
mls(
z,
k =
0:16,
m =
12)X.2/m
0.4514656
0.0659546
6.845
7.37e-11 ***
-
mls(
z,
k =
0:16,
m =
12)X.3/m
0.3733747
0.0577702
6.463
6.42e-10 ***
-
mls(
z,
k =
0:16,
m =
12)X.4/m
0.3609667
0.0700954
5.150
5.75e-07 ***
-
mls(
z,
k =
0:16,
m =
12)X.5/m
0.2155748
0.0632036
3.411
0.000769 ***
-
mls(
z,
k =
0:16,
m =
12)X.6/m
0.0648163
0.0630194
1.029
0.304828
-
mls(
z,
k =
0:16,
m =
12)X.7/m
0.0665581
0.0673284
0.989
0.323955
-
mls(
z,
k =
0:16,
m =
12)X.8/m
-0.0014853
0.0624569
-0.024
0.981048
-
mls(
z,
k =
0:16,
m =
12)X.9/m
0.0466486
0.0675116
0.691
0.490305
-
mls(
z,
k =
0:16,
m =
12)X.10/m
0.0384882
0.0664136
0.580
0.562824
-
mls(
z,
k =
0:16,
m =
12)X.11/m
-0.0077722
0.0591409
-0.131
0.895564
-
mls(
z,
k =
0:16,
m =
12)X.12/m
-0.0283221
0.0620632
-0.456
0.648589
-
mls(
z,
k =
0:16,
m =
12)X.13/m
-0.0375062
0.0608348
-0.617
0.538179
-
mls(
z,
k =
0:16,
m =
12)X.14/m
0.0297271
0.0652273
0.456
0.649018
-
mls(
z,
k =
0:16,
m =
12)X.15/m
0.0184075
0.0588059
0.313
0.754558
-
mls(
z,
k =
0:16,
m =
12)X.16/m
-0.0546460
0.0677214
-0.807
0.420574
-
---
-
Signif.
codes:
0 ‘***’
0.001 ‘**’
0.01 ‘*’
0.05 ‘
.’
0.1 ‘ ’
1
-
-
Residual
standard
error:
0.9383
on
222
degrees
of
freedom
-
(
1
observation
deleted
due
to
missingness)
-
Multiple
R-squared:
0.9855,
Adjusted
R-squared:
0.9838
-
F-statistic:
579.3
on
26
and
222
DF,
p-value: <
2.2e-16
基于无约束的混频回归
-
eq_u2 <- midas_u(y ~ trend + mls(x,
0:
7,
4) + mls(z,
0:
16,
12))
-
summary(eq_u2)
eq_u2结果：
-
Call:
-
lm(formula = y ~ trend + mls(x,
0:
7,
4) + mls(z,
0:
16,
12),
data = ee)
-
-
Residuals:
-
Min
1Q
Median
3Q
Max
-
-2.2651
-0.6489
0.1073
0.6780
2.7707
-
-
Coefficients:
-
Estimate Std.
Error t
value Pr(>|t|)
-
(Intercept)
1.9694327
0.1261210
15.615 <
2e-16 ***
-
trend
0.1000072
0.0008769
114.047 <
2e-16 ***
-
mls(x,
0:
7,
4)X
.0/m
0.5268124
0.0643322
8.189
2.07e-14 ***
-
mls(x,
0:
7,
4)X
.1/m
0.3782006
0.0641497
5.896
1.38e-08 ***
-
mls(x,
0:
7,
4)X
.2/m
0.1879689
0.0680465
2.762
0.006219 **
-
mls(x,
0:
7,
4)X
.3/m
-0.0052409
0.0658730
-0.080
0.936658
-
mls(x,
0:
7,
4)X
.4/m
0.1504419
0.0627623
2.397
0.017358 *
-
mls(x,
0:
7,
4)X
.5/m
0.0104345
0.0655386
0.159
0.873647
-
mls(x,
0:
7,
4)X
.6/m
0.0698753
0.0692803
1.009
0.314270
-
mls(x,
0:
7,
4)X
.7/m
0.1463317
0.0650285
2.250
0.025412 *
-
mls(z,
0:
16,
12)X
.0/m
0.3671055
0.0618960
5.931
1.14e-08 ***
-
mls(z,
0:
16,
12)X
.1/m
0.3502401
0.0599615
5.841
1.83e-08 ***
-
mls(z,
0:
16,
12)X
.2/m
0.4514656
0.0659546
6.845
7.37e-11 ***
-
mls(z,
0:
16,
12)X
.3/m
0.3733747
0.0577702
6.463
6.42e-10 ***
-
mls(z,
0:
16,
12)X
.4/m
0.3609667
0.0700954
5.150
5.75e-07 ***
-
mls(z,
0:
16,
12)X
.5/m
0.2155748
0.0632036
3.411
0.000769 ***
-
mls(z,
0:
16,
12)X
.6/m
0.0648163
0.0630194
1.029
0.304828
-
mls(z,
0:
16,
12)X
.7/m
0.0665581
0.0673284
0.989
0.323955
-
mls(z,
0:
16,
12)X
.8/m
-0.0014853
0.0624569
-0.024
0.981048
-
mls(z,
0:
16,
12)X
.9/m
0.0466486
0.0675116
0.691
0.490305
-
mls(z,
0:
16,
12)X
.10/m
0.0384882
0.0664136
0.580
0.562824
-
mls(z,
0:
16,
12)X
.11/m
-0.0077722
0.0591409
-0.131
0.895564
-
mls(z,
0:
16,
12)X
.12/m
-0.0283221
0.0620632
-0.456
0.648589
-
mls(z,
0:
16,
12)X
.13/m
-0.0375062
0.0608348
-0.617
0.538179
-
mls(z,
0:
16,
12)X
.14/m
0.0297271
0.0652273
0.456
0.649018
-
mls(z,
0:
16,
12)X
.15/m
0.0184075
0.0588059
0.313
0.754558
-
mls(z,
0:
16,
12)X
.16/m
-0.0546460
0.0677214
-0.807
0.420574
-
---
-
Signif. codes:
0 ‘***’
0.001 ‘**’
0.01 ‘*’
0.05 ‘.’
0.1 ‘ ’
1
-
-
Residual standard
error:
0.9383
on
222
degrees
of freedom
-
(
1 observation deleted due
to missingness)
-
Multiple R-squared:
0.9855, Adjusted R-squared:
0.9838
-
F-statistic:
579.3
on
26
and
222 DF, p-
value: <
2.2e-16
同频时基于最小二乘和无约束混频回归的eq_u1与eq_u2结果一致！
基于midas_r的非线性估计
-
eq_r <- midas_r(y ~ trend + mls(x,
0:
7,
4, nealmon) + mls(z,
0:
16,
12, nealmon), start = list(x = c(
1,
-0.5), z = c(
2,
0.5,
-0.1)))
-
summary(eq_r)
收敛性检验
通过计算梯度和黑森矩阵检验是否满足收敛的充分必要条件，计算梯度的欧氏范数和hessian的特征值。然后判断梯度范数是否接近零，特征值是否为正
deriv_tests(eq_r, tol = 1e-06)
结果：
-
$`first`
-
[
1] FALSE
-
-
$second
-
[
1] TRUE
-
-
$gradient
-
[
1]
0.005542527
0.173490055
-0.005754945
0.028655981
-0.030150807
0.019224017
0.053829528
-
-
$eigenval
-
[
1]
1.047988e+07
5.891393e+04
3.664513e+02
1.221231e+02
8.116275e+01
5.148844e+01
4.598507e+01
系数输出
coef(eq_r)#返回t检验显著的系数
结果：
-
(
Intercept)
trend
x1
x2
z1
z2
z3
-
1
.98820762 0
.09988275 1
.35336157
-0
.50747744 2
.26312231 0
.40927986
-0
.07293300
coef(eq_r, midas = TRUE)#返回所有系数
结果：
-
(
Intercept)
trend
x1
x2
x3
x4
x5
x6
x7
-
1
.988208e+00 9
.988275e-02 5
.480768e-01 3
.299490e-01 1
.986333e-01 1
.195797e-01 7
.198845e-02 4
.333793e-02 2
.608997e-02
-
x8
z1
z2
z3
z4
z5
z6
z7
z8
-
1
.570648e-02 3
.346806e-01 4
.049071e-01 4
.233810e-01 3
.826120e-01 2
.988388e-01 2
.017282e-01 1
.176921e-01 5
.934435e-02
-
z9
z10
z11
z12
z13
z14
z15
z16
z17
-
2
.586203e-02 9
.740853e-03 3
.170901e-03 8
.921121e-04 2
.169239e-04 4
.558760e-05 8
.280130e-06 1
.299807e-06 1
.763484e-07
eq_r的基础上使用函数amweights来形成几个标准的周期函数约束
-
amweights(p = c(
1,
-0.5), d =
8, m =
4, weight = nealmon, type =
"C")
-
nealmon(p = c(
1,
-0.5), d =
4)
-
-
eq_r1 <- midas_r(y ~ trend + mls(x,
0:
7,
4, amweights, nealmon,
"C") + mls(z,
0:
16,
12, nealmon), start = list(x = c(
1,
-0.5), z = c(
2,
0.5,
-0.1)))
-
summary(eq_r1)
其它加权形式
-
fn <- gompertzp
#概率密度函数的权重设定
-
eq_r2 <- midas_r(y ~ trend + mls(x,
0:
7,
4, nealmon) + mls(z,
0:
16,
12, fn), start = list(x = c(
1,
-0.5), z = c(
1,
0.5,
0.1)))
-
summary(eq_r2)
-
eq_r3 <- midas_r(y ~ trend + mls(x,
0:
7,
4) + mls(z,
0:
16,
12, nealmon), start = list(z = c(
1,
-0.5)))
-
summary(eq_r3)
-
-
eq_r4 <- midas_r(y ~ trend + mls(y,
1:
2,
1) + mls(x,
0:
7,
4, nealmon), start = list(x = c(
1,
-0.5)))
-
summary(eq_r4)
-
-
eq_r5 <- midas_r(y ~ trend + mls(y,
1:
2,
1,
"*") + mls(x,
0:
7,
4, nealmon), start = list(x = c(
1,
-0.5)))
-
summary(eq_r5)
-
-
eq_r6 <- midas_r(y ~ trend + mls(y,
1:
4,
1, nealmon) + mls(x,
0:
7,
4, nealmon), start = list(y = c(
1,
-0.5), x = c(
1,
-0.5)))
-
summary(eq_r6)
-
-
eq_r7 <- midas_r(y ~ trend + mls(x,
0:
7,
4, amweights, nealmon,
"B"), start = list(x = c(
1,
1,
-0.5))) summary(eq_r7)
-
-
eq_r8 <- midas_r(y ~ trend + mls(x,
0:
7,
4, amweights, nealmon,
"C"), start = list(x = c(
1,
-0.5))) summary(eq_r8)
-
-
eq_r9 <- midas_r(y ~ trend + mls(x,
0:
7,
4, amweights, nealmon,
"A"), start = list(x = c(
1,
1,
1,
-0.5)))
-
summary(eq_r9)
-
fn <- function(p, d) {
-
p[
1] * c(
1:d)^p[
2]
-
}
-
eq_r10 <- midas_r(y ~ trend + mls(x,
0:
101,
4, fn), start = list(x = rep(
0,
2)))
-
summary(eq_r10)
约束的充分性检验
只要误差是独立同分布的，就可以使用hAh_test检验，而hAhr_test是HAC-Roust稳健版本检验。只要在残差中没有观察到显著的hac，在小样本中使用hAh_test检验更精确。
-
eq_r12 <- midas_r(y ~ trend + mls(x,
0:
7,
4, nealmon) + mls(z,
0:
16,
12, nealmon), start = list(x = c(
1,
-0.5), z = c(
2,
0.5,
-0.1)))
-
summary(eq_r12)
-
#约束的充分性检验
-
hAh_test(eq_r12)
-
hAhr_test(eq_r12)
结果：
-
hAh restriction test
-
-
data:
-
hAh =
16.552, df =
20, p-value =
0.6818
-
-
hAh restriction test (robust version)
-
-
data:
-
hAhr =
14.854, df =
20, p-value =
0.7847
对比：将变量z的函数约束的参数数量由17减少为2个
-
eq_r13
<- midas_r(y ~ trend + mls(x, 0:7, 4, nealmon) + mls(z, 0:12, 12, nealmon), start = list(x = c(1, -0.5), z = c(2, -0.1)))
-
hAh_test(
eq_r13)
-
hAhr_test(
eq_r13)
-
summary(
eq_r13)
结果：
-
hAh restriction test
-
-
data:
-
hAh =
36.892, df =
17, p-value =
0.00348
-
-
-
hAh restriction test (robust version)
-
-
data:
-
hAhr =
32.879, df =
17, p-value =
0.01168
拒绝原假设，即约束不充分
最优模型选取
step1:函数expand_weights_lags定义每个模型的潜在模型集
-
set_x <- expand_weights_lags(weights = c(
"nealmon",
"almonp"),
from =
0, to = c(
5,
10), m =
1, start = list(nealmon = rep(
1,
2), almonp = rep(
1,
3)))
-
-
-
set_z <- expand_weights_lags(weights = c(
"nealmon",
"nbeta"),
from =
1, to = c(
2,
3), m =
1, start = list(nealmon = rep(
0,
2), nbeta = rep(
0.5,
3)))
step2:所有可能模型的估计
函数midas_r_ic_table返回所有模型的汇总表，以及常用信息准则的相应值和参数约束充分性检验（默认是hAh_test检验）的经验大小。给出了导数检验的结果和优化函数的收敛状态。
-
eqs.ic <- midas_r_ic_table(y ~ trend + mls(x, 0, m = 4) + fmls(z, 0, m = 12), table = list(z = set_z,x = set_x), start = c(`(Intercept)` = 0, trend = 0))
-
-
mod <
-
modsel(
eqs.ic,
IC =
"AIC",
type =
"restricted")
step3：查看某个候选模型可微调其收敛性，并更新结果：
-
eqs_ic$candlist[[
5]] <- update(eqs_ic$candlist[[
5]], Ofunction =
"nls")
-
-
eqs_ic <- update(eqs_ic)
手动选取模型
step1:训练集（样本内预测）、测试集（样本外预测）分割
datasplit <- split_data(list(y = y, x = x, z = z, trend = trend), insample = 1:200, outsample = 201:250)
step2:分别拟合待选模型
-
mod1 <- midas_r(y ~ trend + mls(x,
4:
14,
4, nealmon) + mls(z,
12:
22,
12, nealmon), data = datasplit$indata, start = list(x = c(
10,
1,
-0.1), z = c(
2,
-0.1)))
-
-
mod2 <- midas_r(y ~ trend + mls(x,
4:
20,
4, nealmon) + mls(z,
12:
25,
12, nealmon), data = datasplit$indata, start = list(x = c(
10,
1,
-0.1), z = c(
2,
-0.1)))
step3:计算
avgf <- average_forecast(list(mod1, mod2), data = list(y = y, x = x, z = z, trend = trend), insample = 1:200, outsample = 201:250, type = "fixed", measures = c("MSE", "MAPE", "MASE"), fweights = c("EW", "BICW", "MSFE", "DMSFE"))
样本内、样本外预测精度输出：
avgf$accuracy
结果对比：
-
$`individual`
-
Model MSE.out.of.sample MAPE.out.of.sample
-
1 y ~ trend + mls(x,
4:
14,
4, nealmon) + mls(z,
12:
22,
12, nealmon)
1.848474
4.474242
-
2 y ~ trend + mls(x,
4:
20,
4, nealmon) + mls(z,
12:
25,
12, nealmon)
1.763432
4.391594
-
MASE.out.of.sample MSE.
in.sample MAPE.
in.sample MASE.
in.sample
-
1
0.8155477
1.768720
14.05880
0.6992288
-
2
0.7976764
1.726365
13.56287
0.6897242
-
-
$average
-
Scheme MSE MAPE MASE
-
1 EW
1.803640
4.432918
0.8066121
-
2 BICW
1.763433
4.391595
0.7976766
-
3 MSFE
1.802640
4.431945
0.8064017
-
4 DMSFE
1.801787
4.431112
0.8062216
mod1,mod2预测结果输出：
avgf$forecast
结果对比：
-
[,
1] [,
2]
-
[
1,]
22.24057
22.38300
-
[
2,]
22.12774
22.13778
-
[
3,]
22.22678
22.21942
-
[
4,]
22.44535
22.61872
-
[
5,]
22.36448
22.46157
-
[
6,]
22.49847
22.66663
-
[
7,]
22.70192
22.70818
-
[
8,]
22.49411
22.53326
-
[
9,]
22.47978
22.54235
-
[
10,]
22.43439
22.46522
-
[
11,]
22.61563
22.57788
-
[
12,]
22.87686
22.88271
-
[
13,]
22.59329
22.64370
-
[
14,]
23.39675
23.47606
-
[
15,]
23.25864
23.27932
-
[
16,]
22.97588
23.09488
-
[
17,]
23.13196
23.21956
-
[
18,]
24.05489
24.04334
-
[
19,]
24.11690
24.16742
-
[
20,]
23.79328
23.91429
-
[
21,]
24.58047
24.58925
-
[
22,]
24.33794
24.45825
-
[
23,]
23.96658
24.03107
-
[
24,]
24.00510
24.12939
-
[
25,]
23.96473
23.99645
-
[
26,]
24.02198
24.04416
-
[
27,]
25.01521
24.91966
-
[
28,]
24.47063
24.59918
-
[
29,]
24.58748
24.51964
-
[
30,]
24.69662
24.72768
-
[
31,]
25.19092
25.22659
-
[
32,]
25.57452
25.72345
-
[
33,]
25.06312
25.17678
-
[
34,]
24.99302
25.09359
-
[
35,]
25.13005
25.16293
-
[
36,]
25.85870
25.85633
-
[
37,]
25.43593
25.46734
-
[
38,]
25.80690
25.88224
-
[
39,]
26.80900
26.82394
-
[
40,]
26.44056
26.63095
-
[
41,]
26.04786
26.17996
-
[
42,]
26.09545
26.29647
-
[
43,]
25.99309
25.98112
-
[
44,]
25.89755
26.03643
-
[
45,]
25.99814
26.18442
-
[
46,]
26.25727
26.38797
-
[
47,]
26.79563
26.92593
-
[
48,]
26.57034
26.68217
-
[
49,]
26.53808
26.51001
-
[
50,]
26.72772
26.76183
组合预测效果输出：
avgf$avgforecast
结果对比：
其中EW:基于特征值加权组合；BICW:BIC信息准则加权组合；MSFE: 预测均方误差加权组合;DMSFE：discounted MSFE
-
EW BICW MSFE DMSFE
-
[
1,]
22.31178
22.38299
22.31346
22.31489
-
[
2,]
22.13276
22.13778
22.13288
22.13298
-
[
3,]
22.22310
22.21942
22.22301
22.22294
-
[
4,]
22.53204
22.61872
22.53408
22.53582
-
[
5,]
22.41303
22.46157
22.41417
22.41515
-
[
6,]
22.58255
22.66663
22.58453
22.58622
-
[
7,]
22.70505
22.70818
22.70512
22.70519
-
[
8,]
22.51369
22.53326
22.51415
22.51454
-
[
9,]
22.51107
22.54235
22.51180
22.51244
-
[
10,]
22.44980
22.46522
22.45017
22.45048
-
[
11,]
22.59675
22.57788
22.59631
22.59593
-
[
12,]
22.87979
22.88271
22.87986
22.87991
-
[
13,]
22.61849
22.64370
22.61909
22.61960
-
[
14,]
23.43641
23.47606
23.43734
23.43814
-
[
15,]
23.26898
23.27932
23.26922
23.26943
-
[
16,]
23.03538
23.09488
23.03678
23.03798
-
[
17,]
23.17576
23.21956
23.17679
23.17767
-
[
18,]
24.04912
24.04334
24.04898
24.04887
-
[
19,]
24.14216
24.16742
24.14276
24.14326
-
[
20,]
23.85379
23.91429
23.85521
23.85643
-
[
21,]
24.58486
24.58925
24.58497
24.58505
-
[
22,]
24.39809
24.45825
24.39951
24.40072
-
[
23,]
23.99882
24.03107
23.99958
24.00023
-
[
24,]
24.06724
24.12938
24.06870
24.06996
-
[
25,]
23.98059
23.99645
23.98096
23.98128
-
[
26,]
24.03307
24.04416
24.03334
24.03356
-
[
27,]
24.96744
24.91967
24.96631
24.96535
-
[
28,]
24.53491
24.59918
24.53642
24.53771
-
[
29,]
24.55356
24.51964
24.55277
24.55208
-
[
30,]
24.71215
24.72768
24.71252
24.71283
-
[
31,]
25.20876
25.22659
25.20918
25.20954
-
[
32,]
25.64898
25.72345
25.65074
25.65224
-
[
33,]
25.11995
25.17678
25.12129
25.12244
-
[
34,]
25.04331
25.09359
25.04449
25.04550
-
[
35,]
25.14649
25.16293
25.14688
25.14721
-
[
36,]
25.85751
25.85633
25.85749
25.85746
-
[
37,]
25.45163
25.46734
25.45200
25.45232
-
[
38,]
25.84457
25.88224
25.84546
25.84622
-
[
39,]
26.81647
26.82394
26.81665
26.81680
-
[
40,]
26.53575
26.63095
26.53799
26.53991
-
[
41,]
26.11391
26.17996
26.11546
26.11679
-
[
42,]
26.19596
26.29647
26.19833
26.20035
-
[
43,]
25.98711
25.98112
25.98696
25.98684
-
[
44,]
25.96699
26.03642
25.96862
25.97002
-
[
45,]
26.09128
26.18442
26.09348
26.09535
-
[
46,]
26.32262
26.38797
26.32416
26.32548
-
[
47,]
26.86078
26.92593
26.86232
26.86363
-
[
48,]
26.62626
26.68217
26.62757
26.62870
-
[
49,]
26.52404
26.51001
26.52371
26.52343
-
[
50,]
26.74478
26.76183
26.74518
26.74552
参考文献：《Mixed Frequency Data Sampling Regression Models: The R Package midasr》
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