fmls: Full MIDAS lag structure
In midasr: Mixed Data Sampling Regression
Description
Usage
Arguments
Details
Value
Author(s)
See Also
Description
Create a matrix of MIDAS lags, including contemporaneous lag up to selected order.
Usage
1
Arguments
x
a vector
k
maximum lag order
m
frequency ratio
...
further arguments
Details
This is a convenience function, it calls link{msl} to perform actual calculations.
Value
a matrix containing the lags
Author(s)
Virmantas Kvedaras, Vaidotas Zemlys
See Also
mls
midasr documentation built on Feb. 23, 2021, 5:11 p.m.
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Description Usage Arguments Details Value Author(s) See Also
Description
Create a matrix of MIDAS lags, including contemporaneous lag up to selected order.
Usage
1 |
Arguments
x |
a vector |
k |
maximum lag order |
m |
frequency ratio |
... |
further arguments |
Details
This is a convenience function, it calls link{msl} to perform actual calculations.
Value
a matrix containing the lags
Author(s)
Virmantas Kvedaras, Vaidotas Zemlys
See Also
mls
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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