dmls: MIDAS lag structure for unit root processes
In midasr: Mixed Data Sampling Regression
Description
Usage
Arguments
Value
Author(s)
Description
Prepares MIDAS lag structure for unit root processes
Usage
1
Arguments
x
a vector
k
maximal lag order
m
frequency ratio
...
further arguments used in fitting MIDAS regression
Value
a matrix containing the first differences and the lag k+1.
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
Prepares MIDAS lag structure for unit root processes
Usage
1 |
Arguments
x |
a vector |
k |
maximal lag order |
m |
frequency ratio |
... |
further arguments used in fitting MIDAS regression |
Value
a matrix containing the first differences and the lag k+1.
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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