midasr (version 0.2)

expand_amidas: Create table of weights, lags and starting values for Ghysels weight schema

Description

Create table of weights, lags and starting values for Ghysels weight schema, see amweights

Usage

expand_amidas(weight, type = c("A", "B", "C"), from = 0, to, m, start)

Arguments

weight

the names of weight functions

type

the type of Ghysels schema, "A", "B" or "C"

from

the high frequency lags from which to start the fitting

to

to a vector of length two, containing minimum and maximum lags, high frequency if m=1, low frequency otherwise.

m

the frequency ratio

start

the starting values for the weights of the one low frequency lag

Value

• a lws_table object, a list with elements weights, lags and starts

Details

Given weight function creates lags starting from kmin to kmax and replicates starting values for each low frequency lag.

Examples

expand_amidas("nealmon","A",0,c(1,2),12,c(0,0,0))