midas_lstr_plain {midasr}

LSTR (Logistic Smooth TRansition) MIDAS regression

Description

Function for fitting LSTR MIDAS regression without the formula interface

Usage

midas_lstr_plain(
  y,
  X,
  z = NULL,
  weight,
  start_lstr,
  start_x,
  start_z = NULL,
  method = c("Nelder-Mead"),
  ...
)

Arguments

y

model response

X

prepared matrix of high frequency variable lags for LSTR term

z

additional low frequency variables

weight

the weight function

start_lstr

the starting values for lstr term

start_x

the starting values for weight function

start_z

the starting values for additional low frequency variables

method

a method passed to optimx

...

additional parameters to optimx

Value

an object similar to midas_r object

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys