lstr {midasr}

Compute LSTR term for high frequency variable

Description

Compute LSTR term for high frequency variable

Usage

lstr(X, theta, beta, sd_x = sd(c(X), na.rm = TRUE))

Arguments

X

matrix, high frequency variable embedded in low frequency, output of mls

theta

vector, restriction coefficients for high frequency variable

beta

vector of length 4, parameters for LSTR term, slope and 3 LSTR parameters

sd_x

vector of length 1, defaults to standard deviation of X.

Value

a vector