midasr (version 0.3)

midas_r.midas_r: Restricted MIDAS regression

Description

Reestimate the MIDAS regression with different starting values

Usage

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

Arguments

x

midas_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

• midas_r object

See Also

midas_r