check_mixfreq: Check data for MIDAS regression
In mpiktas/midasr: Mixed Data Sampling Regression
check_mixfreq R Documentation
Check data for MIDAS regression
Description
Given mixed frequency data check whether higher frequency data can be converted to the lowest frequency.
Usage
check_mixfreq(data)
Arguments
data
a list containing mixed frequency data
Details
The number of observations in higher frequency data elements should have a common divisor
with the number of observations in response variable. It is always assumed that the response variable
is of the lowest frequency.
Value
a boolean TRUE, if mixed frequency data is conformable, FALSE if it is not.
Author(s)
Virmantas Kvedaras, Vaidotas Zemlys
mpiktas/midasr documentation built on Aug. 24, 2022, 2:32 p.m.
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| check_mixfreq | R Documentation |
Check data for MIDAS regression
Description
Given mixed frequency data check whether higher frequency data can be converted to the lowest frequency.
Usage
check_mixfreq(data)
Arguments
data |
a list containing mixed frequency data |
Details
The number of observations in higher frequency data elements should have a common divisor with the number of observations in response variable. It is always assumed that the response variable is of the lowest frequency.
Value
a boolean TRUE, if mixed frequency data is conformable, FALSE if it is not.
Author(s)
Virmantas Kvedaras, Vaidotas Zemlys
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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