| dmls {midasr} | R Documentation |
MIDAS lag structure for unit root processes
Description
Prepares MIDAS lag structure for unit root processes
Usage
dmls(x, k, m, ...)
Arguments
x |
a vector |
k |
maximal lag order |
m |
frequency ratio |
... |
further arguments used in fitting MIDAS regression |
Value
a matrix containing the first differences and the lag k+1.
Author(s)
Virmantas Kvedaras, Vaidotas Zemlys
[Package midasr version 0.8 Index]