View source: R/get_geom_lags.R
unrestricted_lag | R Documentation |
This function generates Q
lag weights without a parametric constraint. The weights are obtained via
a multinomial logit transformation where the first lag is the reference category.
unrestricted_lag(par_lag, min_lag, max_lag)
par_lag |
the parameter vector of length |
min_lag |
smallest lag to include; the support of the Poisson form starts only at |
max_lag |
highest lag to include; higher lags are cut off and he remaining weights standardized. Defaults to 5. |
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