mmm: Compute MMM term for high frequency variable
In midasr: Mixed Data Sampling Regression
Description
Usage
Arguments
Value
Description
Compute MMM term for high frequency variable
Usage
1
Arguments
X
matrix, high frequency variable embedded in low frequency, output of mls
theta
vector, restriction coefficients for high frequency variable
beta
vector of length 2, parameters for MMM term, slope and MMM parameter.
...,
currently not used
Value
a vector
midasr documentation built on Feb. 23, 2021, 5:11 p.m.
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Description Usage Arguments Value
Description
Compute MMM term for high frequency variable
Usage
1 |
Arguments
X |
matrix, high frequency variable embedded in low frequency, output of mls |
theta |
vector, restriction coefficients for high frequency variable |
beta |
vector of length 2, parameters for MMM term, slope and MMM parameter. |
..., |
currently not used |
Value
a vector
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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