Updates weights in MIDAS regression formula

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Description

Updates weights in a expression with MIDAS term

Usage

1
update_weights(expr, tb)

Arguments

expr

expression with MIDAS term

tb

a named list with redefined weights

Details

For a MIDAS term fmls(x, 6, 1, nealmon) change weight nealmon to another weight.

Value

an expression with changed weights

Author(s)

Vaidotas Zemlys

Examples

1
update_weights(y~trend+mls(x,0:7,4,nealmon)+mls(z,0:16,12,nealmon),list(x = "nbeta", z = ""))

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