dmls

further arguments used in fitting MIDAS regression

Prepares MIDAS lag structure for unit root processes

Methods and tools for mixed frequency time series data analysis.
Allows estimation, model selection and forecasting for MIDAS regressions.

Vaidotas Zemlys

midasr

Mixed Data Sampling Regression

dmls function

<dl><dt>x</dt>
<dd>a vector</dd>
<dt>k</dt>
<dd>maximal lag order</dd>
<dt>m</dt>
<dd>frequency ratio</dd>
<dt>...</dt>
<dd>further arguments used in fitting MIDAS regression</dd></dl>

Arguments

Virmantas Kvedaras, Vaidotas Zemlys

Author

MIDAS lag structure for unit root processes — dmls

<dl>

<dt>x</dt>
<dd>a vector</dd>


<dt>k</dt>
<dd>maximal lag order</dd>


<dt>m</dt>
<dd>frequency ratio</dd>


<dt>...</dt>
<dd>further arguments used in fitting MIDAS regression</dd>

</dl>

dmls: MIDAS lag structure for unit root processes

Description

Usage

Value

Arguments

Author