almonp_gradient

Calculate gradient for Almon polynomial MIDAS weights specification

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_gradient function

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

Arguments

Author

Gradient function for Almon polynomial MIDAS weights — almonp_gradient

<dl>

<dt>p</dt>
<dd>vector of parameters for Almon polynomial specification</dd>


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


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

</dl>

almonp_gradient: Gradient function for Almon polynomial MIDAS weights

Description

Usage

Value

Arguments

Author