caculate_llh: This function finds the best K of an estimated GARCH-MIDAS...
In JasonZhang2333/GarchMidas: GarchMidas

This function finds the best K of an estimated GARCH-MIDAS model

1	caculate_llh(data, y, x, freq = "month", K.seq = c(6:48))

`data`	data frame containing a column named date of type 'Date'.
`y`	name of high frequency dependent variable in df.
`x`	covariate employed in GarchMidas.
`freq`	a string of the low frequency variable in the df.
`K.seq`	an integer sequence specifying lag length K in the long-term component.