midasr (version 0.2)

prepmidas_r: Prepare necessary objects for fitting of the MIDAS regression

Description

Prepare necessary objects for fitting of the MIDAS regression

Usage

prepmidas_r(y, X, mt, Zenv, cl, args, start, Ofunction, user.gradient,
  lagsTable, unrestricted = NULL, guess_start = TRUE)

Arguments

y

the response

X

the model matrix

mt

the terms of the formula

Zenv

the environment to evaluate the formula

cl

call of the function

args

additional argument

start

starting values

Ofunction

the optimisation function

user.gradient

see midas_r documentation

lagsTable

the lagstable from checkARstar

unrestricted

the unrestricted model

guess_start

if TRUE, get the initial values for non-MIDAS terms via OLS, if FALSE, initialize them with zero.