midasr (version 0.2)

imidas_r.imidas_r: Restricted MIDAS regression with I(1) regressors

Description

Reestimate the MIDAS regression with I(1) regressors with different starting values

Usage

## S3 method for class 'imidas_r':
imidas_r(x, start = coef(x),
  Ofunction = x$argmap.opt$Ofunction, ...)

Arguments

x

imidas_r object

start

the starting values

Ofunction

a character string of the optimisation function to use. The default value is to use the function of previous optimisation.

...

further arguments to optimisation function. If none are supplied, the arguments of previous optimisation are used.

Value

• imidas_r object

See Also

imidas_r