Have a look at the midasr package available on CRAN. It might provide what you need.
Berend > On 12 Jan 2016, at 17:16, Lorenzo Isella <lorenzo.ise...@gmail.com> wrote: > > Dear All, > Suppose you have some time series, e.g. monthly data about > profits in a company. > I am trying to develop a model to predict what the profit will be the > next month or two. > Other useful data is for sure the number of employes in the company, > the volume of product purchases etc...but they are available at best > on a quarterly basis. > I am sure I am not the first one that has this problem: I would like > *not* to neglect this auxiliary info, but I am sure about how to > proceed with monthly and quarterly data. > Any suggestion is appreciated. > > Lorenzo > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
