almonp {midasr}

Almon polynomial MIDAS weights specification

Description

Calculate Almon polynomial MIDAS weights

Usage

almonp(p, d, m)

Arguments

p

parameters for Almon polynomial weights

d

number of coefficients

m

the frequency ratio, currently ignored

Value

vector of coefficients

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys