deriv_tests

deriv_tests.midas_r

Computes the gradient and hessian of the optimisation function of restricted MIDAS regression and
checks whether the conditions of local optimum are met. Numerical estimates are used.

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

deriv_tests function

<dl><dt>x</dt>
<dd><code>midas_r</code> object</dd>
<dt>tol</dt>
<dd>a tolerance, values below the tolerance are considered zero</dd></dl>

Arguments

Author

Check whether non-linear least squares restricted MIDAS regression problem has converged — deriv_tests

<dl>

<dt>x</dt>
<dd><code>midas_r</code> object</dd>


<dt>tol</dt>
<dd>a tolerance, values below the tolerance are considered zero</dd>

</dl>

deriv_tests: Check whether non-linear least squares restricted MIDAS regression problem has converged

Description

Usage

Value

Arguments

Author

See Also