sum_X_f: Summation function for the multi-step-ahead predictions of...
In rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS
sum_X_f R Documentation
Summation function for the multi-step-ahead predictions of the GARCH–MIDAS models with the '–X' part.
Description
For details, see Eq. (20) of \insertCiteamendola_candila_gallo_2020;textualrumidas.
Usage
sum_X_f(COEF, DELTA, H)
Arguments
COEF
The sum of the parameters alpha, \beta, and \gamma/2, if present.
DELTA
The AR coefficient.
H
The length of the multi-step-ahead predictions.
Value
The vector of the summation for each H.
References
\insertAllCited
rumidas documentation built on April 4, 2025, 1:01 a.m.
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.
| sum_X_f | R Documentation |
Summation function for the multi-step-ahead predictions of the GARCH–MIDAS models with the '–X' part.
Description
For details, see Eq. (20) of \insertCiteamendola_candila_gallo_2020;textualrumidas.
Usage
sum_X_f(COEF, DELTA, H)
Arguments
COEF |
The sum of the parameters |
DELTA |
The AR coefficient. |
H |
The length of the multi-step-ahead predictions. |
Value
The vector of the summation for each H.
References
\insertAllCitedR 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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.