almonp

Calculate Almon polynomial MIDAS weights

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

Vaidotas Zemlys-Balevičius

Virmantas Kvedaras

almonp function

<dl><dt>p</dt>
<dd>parameters for Almon polynomial weights</dd>
<dt>d</dt>
<dd>number of coefficients</dd>
<dt>m</dt>
<dd>the frequency ratio, currently ignored</dd></dl>

Arguments

Virmantas Kvedaras, Vaidotas Zemlys

Author

Almon polynomial MIDAS weights specification — almonp

<dl>

<dt>p</dt>
<dd>parameters for Almon polynomial weights</dd>


<dt>d</dt>
<dd>number of coefficients</dd>


<dt>m</dt>
<dd>the frequency ratio, currently ignored</dd>

</dl>

almonp: Almon polynomial MIDAS weights specification

Description

Usage

Value

Arguments

Author