harstep

HAR(3)-RV model 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

harstep function

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

Arguments

Virmantas Kvedaras, Vaidotas Zemlys

Author

HAR(3)-RV model MIDAS weights specification — harstep

<dl>

<dt>p</dt>
<dd>parameters for Almon lag</dd>


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


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

</dl>

harstep: HAR(3)-RV model MIDAS weights specification

Description

Usage

Value

Arguments

Author

Details

References