midasr (version 0.2)

dmls: MIDAS lag structure for unit root processes

Description

Prepares MIDAS lag structure for unit root processes

Usage

dmls(x, k, m, ...)

Arguments

x

a vector

k

maximal lag order

m

frequency ratio

...

further arguments used in fitting MIDAS regression

Value

• a matrix containing the first differences and the lag k+1.