| mmm {midasr} | R Documentation |
Compute MMM term for high frequency variable
Description
Compute MMM term for high frequency variable
Usage
mmm(X, theta, beta, ...)
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 2, parameters for MMM term, slope and MMM parameter. |
... |
currently not used |
Value
a vector
[Package midasr version 0.8 Index]