midas_lstr_plain | R Documentation |
Function for fitting LSTR MIDAS regression without the formula interface
midas_lstr_plain( y, X, z = NULL, weight, start_lstr, start_x, start_z = NULL, method = c("Nelder-Mead"), ... )
y |
model response |
X |
prepared matrix of high frequency variable lags for LSTR term |
z |
additional low frequency variables |
weight |
the weight function |
start_lstr |
the starting values for lstr term |
start_x |
the starting values for weight function |
start_z |
the starting values for additional low frequency variables |
method |
a method passed to optimx |
... |
additional parameters to optimx |
an object similar to midas_r
object
Virmantas Kvedaras, Vaidotas Zemlys
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