lag_num

internal

midasml

lag_num function

<dl><dt>x.lag</dt>
<dd>number of high-frequency lags to construct in high-frequency time units.</dd>
<dt>period</dt>
<dd>high-frequency data period.</dd>
<dt>unit</dt>
<dd>units.</dd></dl>

Arguments

Compute the number of lags — lag_num

<dl>

<dt>x.lag</dt>
<dd>number of high-frequency lags to construct in high-frequency time units.</dd>


<dt>period</dt>
<dd>high-frequency data period.</dd>


<dt>unit</dt>
<dd>units.</dd>

</dl>

lag_num: Compute the number of lags

Description

Usage

Value

Arguments