expand_amidas: Create table of weights, lags and starting values for Ghysels...

In midasr: Mixed Data Sampling Regression

Create table of weights, lags and starting values for Ghysels weight schema

Description

Create table of weights, lags and starting values for Ghysels weight schema, see amweights

Usage

expand_amidas(weight, type = c("A", "B", "C"), from = 0, to, m, start)

Arguments

weight	the names of weight functions
type	the type of Ghysels schema, "A", "B" or "C"
from	the high frequency lags from which to start the fitting
to	to a vector of length two, containing minimum and maximum lags, high frequency if m=1, low frequency otherwise.
m	the frequency ratio
start	the starting values for the weights of the one low frequency lag

Details

Given weight function creates lags starting from kmin to kmax and replicates starting values for each low frequency lag.

Value

a lws_table object, a list with elements weights, lags and starts

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys

Examples

expand_amidas("nealmon","A",0,c(1,2),12,c(0,0,0))

midasr documentation built on April 12, 2025, 1:19 a.m.