fmls {midasr}

Full MIDAS lag structure

Description

Create a matrix of MIDAS lags, including contemporaneous lag up to selected order.

Usage

fmls(x, k, m, ...)

Arguments

x

a vector

k

maximum lag order

m

frequency ratio

...

further arguments

Details

This is a convenience function, it calls link{msl} to perform actual calculations.

Value

a matrix containing the lags

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys

See Also

mls