How to code MIDAS?

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.

Answer 1

[Roger Wohlwend]

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.

[Kristina]

How to add the folder to the search path?

[Roger Wohlwend]

Use the function addpath.

[Kristina]

I inserted addpath MIDAS_ADL, MIDAS, MixedFreqData, because they were in midas manual, but the program says: Warning: Name is nonexistent or not directly: MIDAS_ADL/MIDAS/MixesFreqData.

[Roger Wohlwend]

Then the specified folders do not exist or Matlab cannot find them. Check the names.

[Kristina]

Thanks!

[Julia Ferreira]

Hi Kristina,

I am facing the same error as you did. Could you solve it ?

[Julia Ferreira]

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.