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]