extract.midas_r {midasr}

Extract coefficients and GOF measures from MIDAS regression object

Description

Extract coefficients and GOF measures from MIDAS regression object

Usage

extract.midas_r(
  model,
  include.rsquared = TRUE,
  include.nobs = TRUE,
  include.rmse = TRUE,
  ...
)

Arguments

model

a MIDAS regression object

include.rsquared

If available: should R-squared be reported?

include.nobs

If available: should the number of observations be reported?

include.rmse

If available: should the root-mean-square error (= residual standard deviation) be reported?

...

additional parameters passed to summary

Value

texreg object

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys