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midasr (version 0.9)

deviance.midas_sp: Semi-parametric MIDAS regression model deviance

Description

Returns the deviance of a fitted MIDAS regression object

Usage

# S3 method for midas_sp
deviance(object, ...)

Value

The sum of squared residuals

Arguments

object

a midas_r object

...

currently nothing

Author

Virmantas Kvedaras, Vaidotas Zemlys