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...adequacy and then used for forecasting. More specifically, the following main functions are available: * midas_r -- MIDAS regression estimation using non-linear least squares. * mls -- time series embedding to lower frequency, flexible function for specifying MIDAS models. * hAh.test and hAhr.test -- adequacy testing of MIDAS regression. * forecast -- forecasting MIDAS regression. * midasr_ic_table -- lag selection using information criteria. * average_forecast -- calculate weighted forecast combination. * select_and_forecast -- perform model selection and then use the selec...