midas_si_plain | R Documentation |
Function for fitting SI MIDAS regression without the formula interface
midas_si_plain( y, X, p.ar = NULL, weight, degree = 1, start_bws, start_x, start_ar = NULL, method = "Nelder-Mead", ... )
y |
model response |
X |
prepared matrix of high frequency variable lags for MMM term |
p.ar |
length of AR part |
weight |
the weight function |
degree |
the degree of local polynomial |
start_bws |
the starting values bandwith |
start_x |
the starting values for weight function |
start_ar |
the starting values for AR part. Should be the same length as |
method |
a method passed to optim, defaults to Nelder-Mead |
... |
additional parameters to optim |
an object similar to midas_r
object
Virmantas Kvedaras, Vaidotas Zemlys
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.