Extract coefficients and GOF measures from MIDAS regression object
extract.midas_r(
model,
include.rsquared = TRUE,
include.nobs = TRUE,
include.rmse = TRUE,
...
)
texreg object
a MIDAS regression object
If available: should R-squared be reported?
If available: should the number of observations be reported?
If available: should the root-mean-square error (= residual standard deviation) be reported?
additional parameters passed to summary
Virmantas Kvedaras, Vaidotas Zemlys