almonp: Almon polynomial MIDAS weights specification
In midasr: Mixed Data Sampling Regression
Description
Usage
Arguments
Value
Author(s)
Description
Calculate Almon polynomial MIDAS weights
Usage
1
almonp(p, d, m)
Arguments
p
parameters for Almon polynomial weights
d
number of coefficients
m
the frequency ratio, currently ignored
Value
vector of coefficients
Author(s)
Virmantas Kvedaras, Vaidotas Zemlys
midasr documentation built on Feb. 23, 2021, 5:11 p.m.
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Description Usage Arguments Value Author(s)
Description
Calculate Almon polynomial MIDAS weights
Usage
1 | almonp(p, d, m)
|
Arguments
p |
parameters for Almon polynomial weights |
d |
number of coefficients |
m |
the frequency ratio, currently ignored |
Value
vector of coefficients
Author(s)
Virmantas Kvedaras, Vaidotas Zemlys
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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