mq: Estimate moving quantile effects

Description Usage Arguments Value Author(s)

Description

Estimate moving quantile effects for given time series

Usage

1
  mq(x, k, quant = c(1, 0.75, 0.25, 0), xreg = NULL)

Arguments

x

data, a time series object.

k

number of lags to use for calculating quantiles, a number.

quant

quantiles to include in the model, a vector of values between zero and 1.

xreg

additional regressors, not supported

Value

mq object

Author(s)

Vaidotas Zemlys


mpiktas/mqmod documentation built on May 23, 2019, 6:31 a.m.