check_mixfreq: Check data for MIDAS regression

Description Usage Arguments Details Value Author(s)

Description

Given mixed frequency data check whether higher frequency data can be converted to the lowest frequency.

Usage

1

Arguments

data

a list containing mixed frequency data

Details

The number of observations in higher frequency data elements should have a common divisor with the number of observations in response variable. It is always assumed that the response variable is of the lowest frequency.

Value

a boolean TRUE, if mixed frequency data is conformable, FALSE if it is not.

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys



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